+123.7%
XRT vs ALM
+3,219.4%
-3,095.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.8% | -11.0% | -2.4% |
| 7D | -0.3% | +8.4% | -8.7% | -0.5% |
| 30D | -5.6% | +34.8% | -40.5% | -6.7% |
| 3M | +2.5% | +16.2% | -13.7% | +1.7% |
| 6M | +3.7% | +2.1% | +1.5% | +2.8% |
| YTD | +1.0% | +117.0% | -116.1% | -2.4% |
| 1Y | -1.2% | +313.9% | -315.1% | -6.8% |
| 3Y | +43.4% | +2,327.9% | -2,284.6% | +25.1% |
| 5Y | -0.7% | +1,040.6% | -1,041.4% | -12.1% |
| 10Y | +123.7% | +3,219.4% | -3,095.8% | +95.6% |
| All | +123.7% | +3,219.4% | -3,095.8% | +95.6% |
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