-1.7%
XRT vs AR
+98.1%
-99.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.3% |
| 7D | -1.4% | +2.1% | -3.5% | -1.7% |
| 30D | +9.8% | +4.5% | +5.3% | +8.8% |
| 3M | +3.3% | +1.0% | +2.3% | +2.7% |
| 6M | +13.6% | +4.4% | +9.2% | +12.1% |
| YTD | +9.1% | +10.9% | -1.8% | +5.7% |
| 1Y | +15.1% | +8.6% | +6.5% | +11.8% |
| 3Y | +59.9% | +48.5% | +11.4% | +42.7% |
| 5Y | -1.7% | +95.7% | -97.5% | -17.8% |
| All | -1.7% | +98.1% | -99.8% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling