+124.8%
XRT vs RUN
+43.6%
+81.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +2.9% | -1.0% |
| 7D | -2.4% | -1.8% | -0.6% | -2.2% |
| 30D | -6.9% | -10.8% | +3.9% | -5.5% |
| 3M | -0.4% | -30.2% | +29.7% | +4.1% |
| 6M | +2.2% | -22.3% | +24.6% | +4.4% |
| YTD | -0.7% | -52.2% | +51.5% | +6.7% |
| 1Y | -2.0% | -45.1% | +43.1% | +1.9% |
| 3Y | +41.0% | -37.1% | +78.1% | +20.0% |
| 5Y | -3.3% | -80.3% | +77.0% | -7.4% |
| 10Y | +124.8% | +45.2% | +79.6% | +35.5% |
| All | +124.8% | +43.6% | +81.3% | +35.5% |
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