+636.0%
XRT vs ACWI
+330.0%
+306.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +0.9% | -2.4% | +3.2% | +3.3% |
| 30D | +7.9% | -5.2% | +13.1% | +13.6% |
| 3M | -0.2% | -4.8% | +4.6% | +4.6% |
| 6M | +5.6% | -1.3% | +6.9% | +6.5% |
| YTD | +5.7% | +8.4% | -2.7% | -2.9% |
| 1Y | +14.6% | +11.0% | +3.6% | +2.8% |
| 3Y | +50.7% | +70.6% | -19.9% | -10.7% |
| 5Y | -4.8% | +55.3% | -60.1% | -37.1% |
| 10Y | +152.6% | +223.2% | -70.5% | -13.9% |
| All | +636.0% | +330.0% | +306.1% | +98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling