+50.7%
XRT vs AR
+19.9%
+30.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.7% |
| 7D | +0.9% | -14.3% | +15.1% | +2.2% |
| 30D | +7.9% | +1.4% | +6.5% | +7.5% |
| 3M | -0.2% | +3.4% | -3.6% | -0.9% |
| 6M | +5.6% | -2.1% | +7.6% | +5.2% |
| YTD | +5.7% | +4.7% | +1.0% | +3.6% |
| 1Y | +14.6% | +10.6% | +4.0% | +11.1% |
| 3Y | +50.7% | +24.6% | +26.1% | +54.3% |
| All | +50.7% | +19.9% | +30.7% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling