-4.7%
XRT vs ACWI
+54.8%
-59.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +0.9% | -2.4% | +3.2% | +3.7% |
| 30D | +7.9% | -5.2% | +13.1% | +14.7% |
| 3M | -0.2% | -4.8% | +4.6% | +5.5% |
| 6M | +5.6% | -1.3% | +6.9% | +6.4% |
| YTD | +5.7% | +8.4% | -2.7% | -5.3% |
| 1Y | +14.6% | +11.0% | +3.6% | -0.4% |
| 3Y | +50.7% | +70.6% | -19.9% | -24.8% |
| All | -4.7% | +54.8% | -59.5% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ACWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling