-4.5%
XRT vs ALM
+410.2%
-414.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.7% | -7.3% | +0.1% |
| 7D | +1.7% | +1.2% | +0.5% | +1.7% |
| 30D | +7.5% | -19.3% | +26.8% | +8.3% |
| 3M | +2.2% | -40.6% | +42.8% | +4.0% |
| 6M | +14.7% | -57.9% | +72.6% | +17.8% |
| YTD | +7.5% | -6.7% | +14.2% | +6.3% |
| 1Y | +14.1% | +20.2% | -6.1% | +11.4% |
| 3Y | +58.8% | +879.4% | -820.7% | +36.5% |
| All | -4.5% | +410.2% | -414.7% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling