+140.4%
EFA vs XRT
+125.1%
+15.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | -2.4% | -3.6% | +1.2% | -1.0% |
| 30D | -2.2% | -6.7% | +4.4% | +0.4% |
| 3M | +5.7% | -1.4% | +7.1% | +6.0% |
| 6M | +8.2% | +1.7% | +6.5% | +7.2% |
| YTD | +11.8% | -1.5% | +13.2% | +12.0% |
| 1Y | +18.3% | -2.5% | +20.8% | +18.8% |
| 3Y | +64.9% | +39.9% | +25.0% | +41.8% |
| 5Y | +52.4% | -2.6% | +55.0% | +47.1% |
| All | +140.4% | +125.1% | +15.3% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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