+0.3%
XRT vs AR
+143.7%
-143.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +0.8% | +2.5% | -1.7% | +0.4% |
| 30D | -4.2% | +14.8% | -19.0% | -6.3% |
| 3M | +5.1% | +6.2% | -1.1% | +3.9% |
| 6M | +2.4% | +4.3% | -1.9% | +1.1% |
| YTD | +3.2% | +14.4% | -11.2% | -0.1% |
| 1Y | +1.5% | +21.3% | -19.8% | -3.1% |
| 3Y | +40.6% | +39.8% | +0.8% | +27.2% |
| All | +0.3% | +143.7% | -143.4% | -19.6% |
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