+53.4%
EFA vs XRT
-2.4%
+55.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.5% |
| 7D | -0.5% | -2.4% | +1.9% | +0.4% |
| 30D | -1.3% | -6.9% | +5.6% | +1.3% |
| 3M | +5.2% | -0.4% | +5.6% | +5.1% |
| 6M | +9.4% | +2.2% | +7.1% | +8.1% |
| YTD | +12.7% | -0.7% | +13.4% | +12.6% |
| 1Y | +19.3% | -2.0% | +21.3% | +19.5% |
| 3Y | +66.3% | +41.0% | +25.3% | +43.4% |
| 5Y | +53.4% | -3.3% | +56.7% | +45.3% |
| All | +53.4% | -2.4% | +55.7% | +45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling