-1.7%
XRT vs ACWI
+61.3%
-63.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.2% | -1.4% |
| 7D | -1.4% | -0.7% | -0.8% | -0.7% |
| 30D | +9.8% | -2.0% | +11.8% | +12.2% |
| 3M | +3.3% | -2.2% | +5.4% | +5.7% |
| 6M | +13.6% | +1.9% | +11.7% | +10.4% |
| YTD | +9.1% | +12.0% | -2.9% | -5.9% |
| 1Y | +15.1% | +12.5% | +2.5% | -1.3% |
| 3Y | +59.9% | +75.4% | -15.5% | -22.7% |
| 5Y | -1.7% | +61.5% | -63.2% | -45.9% |
| All | -1.7% | +61.3% | -63.1% | -45.9% |
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