+148.1%
XRT vs CAPR
-68.5%
+216.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.7% | -6.4% | -1.8% |
| 7D | +0.9% | +41.1% | -40.2% | +0.3% |
| 30D | +7.9% | +11.1% | -3.2% | +7.7% |
| 3M | -0.2% | +115.3% | -115.5% | -1.8% |
| 6M | +5.6% | -73.8% | +79.4% | +6.5% |
| YTD | +5.7% | -68.8% | +74.5% | +6.1% |
| 1Y | +14.6% | +43.3% | -28.7% | +7.7% |
| 3Y | +50.7% | +214.7% | -164.0% | +34.7% |
| 5Y | -4.8% | +141.3% | -146.1% | -15.5% |
| All | +148.1% | -68.5% | +216.6% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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