+141.1%
XRT vs RUN
+74.1%
+67.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -0.7% |
| 7D | -1.4% | +3.2% | -4.6% | -2.2% |
| 30D | +9.8% | +19.5% | -9.7% | +6.4% |
| 3M | +3.3% | -9.6% | +12.8% | +3.9% |
| 6M | +13.6% | -37.3% | +50.9% | +19.6% |
| YTD | +9.1% | -50.7% | +59.8% | +15.9% |
| 1Y | +15.1% | -54.1% | +69.1% | +23.1% |
| 3Y | +59.9% | -3.9% | +63.9% | +26.2% |
| 5Y | -1.7% | -84.4% | +82.7% | -2.2% |
| 10Y | +141.1% | +77.5% | +63.6% | +41.1% |
| All | +141.1% | +74.1% | +67.0% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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