+618.8%
XRT vs ACWI
+356.8%
+262.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +0.8% | +0.5% | +0.3% | +0.3% |
| 30D | -4.2% | +0.9% | -5.1% | -5.0% |
| 3M | +5.1% | +2.4% | +2.7% | +2.4% |
| 6M | +2.4% | +12.4% | -10.0% | -9.0% |
| YTD | +3.2% | +15.2% | -12.0% | -10.5% |
| 1Y | +1.5% | +22.7% | -21.2% | -17.2% |
| 3Y | +40.6% | +75.8% | -35.2% | -19.0% |
| 5Y | -1.0% | +67.7% | -68.7% | -39.1% |
| 10Y | +128.4% | +229.0% | -100.6% | -23.7% |
| All | +618.8% | +356.8% | +262.0% | +83.0% |
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