+152.6%
XRT vs ALM
+2,221.4%
-2,068.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.1% | -4.4% | +3.4% |
| 7D | +2.5% | +0.7% | +1.7% | +2.4% |
| 30D | +10.3% | -26.1% | +36.4% | +11.3% |
| 3M | +2.4% | -38.1% | +40.5% | +3.7% |
| 6M | +10.0% | -55.4% | +65.4% | +12.2% |
| YTD | +9.5% | -0.4% | +9.9% | +8.4% |
| 1Y | +17.2% | +25.4% | -8.2% | +14.9% |
| 3Y | +62.0% | +907.8% | -845.8% | +45.8% |
| 5Y | -2.1% | +440.2% | -442.3% | -11.2% |
| 10Y | +152.6% | +2,031.1% | -1,878.6% | +128.4% |
| All | +152.6% | +2,221.4% | -2,068.9% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling