+152.6%
XRT vs CAPR
-64.9%
+217.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.4% | -5.8% | +3.5% |
| 7D | +2.5% | +36.0% | -33.6% | +1.9% |
| 30D | +10.3% | +25.8% | -15.5% | +9.8% |
| 3M | +2.4% | +140.8% | -138.5% | +0.5% |
| 6M | +10.0% | -67.6% | +77.6% | +10.6% |
| YTD | +9.5% | -65.9% | +75.4% | +9.9% |
| 1Y | +17.2% | +66.1% | -48.9% | +9.8% |
| 3Y | +62.0% | +256.9% | -194.9% | +44.4% |
| 5Y | -2.1% | +172.1% | -174.2% | -13.3% |
| 10Y | +152.6% | -64.7% | +217.2% | +113.2% |
| All | +152.6% | -64.9% | +217.5% | +113.2% |
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