+123.7%
XRT vs AR
+45.1%
+78.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.3% | -2.0% |
| 7D | -0.3% | -1.8% | +1.6% | 0.0% |
| 30D | -5.6% | +12.6% | -18.2% | -7.3% |
| 3M | +2.5% | +10.0% | -7.5% | +0.9% |
| 6M | +3.7% | +0.6% | +3.0% | +2.9% |
| YTD | +1.0% | +13.4% | -12.4% | -1.7% |
| 1Y | -1.2% | +21.7% | -22.9% | -5.1% |
| 3Y | +43.4% | +45.8% | -2.5% | +31.3% |
| 5Y | -0.7% | +144.3% | -145.0% | -17.9% |
| 10Y | +123.7% | +41.8% | +81.9% | +78.4% |
| All | +123.7% | +45.1% | +78.6% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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