+648.9%
XRT vs ACWI
+330.1%
+318.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.8% | +1.0% | +0.9% |
| 7D | +2.3% | -4.0% | +6.3% | +6.5% |
| 30D | +9.8% | -5.8% | +15.6% | +16.3% |
| 3M | -0.2% | -5.0% | +4.9% | +4.8% |
| 6M | +8.4% | +0.7% | +7.7% | +7.1% |
| YTD | +7.5% | +8.4% | -0.9% | -1.3% |
| 1Y | +13.2% | +10.1% | +3.1% | +2.4% |
| 3Y | +52.0% | +70.8% | -18.8% | -10.0% |
| 5Y | -3.2% | +55.4% | -58.5% | -36.0% |
| 10Y | +157.1% | +223.3% | -66.2% | -12.4% |
| All | +648.9% | +330.1% | +318.8% | +102.0% |
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