+217.1%
EFA vs XRT
+514.3%
-297.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.4% |
| 7D | +0.6% | +0.8% | -0.2% | +0.2% |
| 30D | +0.9% | -4.2% | +5.0% | +3.1% |
| 3M | +4.9% | +5.1% | -0.2% | +1.8% |
| 6M | +8.6% | +2.4% | +6.2% | +6.8% |
| YTD | +14.6% | +3.2% | +11.4% | +12.2% |
| 1Y | +22.6% | +1.5% | +21.1% | +20.7% |
| 3Y | +66.5% | +40.6% | +26.0% | +34.6% |
| 5Y | +54.5% | -1.0% | +55.5% | +45.3% |
| 10Y | +144.8% | +128.4% | +16.4% | +25.2% |
| All | +217.1% | +514.3% | -297.2% | -23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling