+204.8%
EFA vs XRT
+539.9%
-335.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | -0.1% |
| 7D | +2.2% | +1.7% | +0.5% | +1.3% |
| 30D | +1.4% | +7.5% | -6.1% | -2.6% |
| 3M | -4.2% | +2.2% | -6.3% | -5.5% |
| 6M | +1.9% | +14.7% | -12.7% | -5.7% |
| YTD | +10.2% | +7.5% | +2.7% | +5.3% |
| 1Y | +12.8% | +14.1% | -1.3% | +4.3% |
| 3Y | +65.2% | +58.8% | +6.4% | +25.0% |
| 5Y | +49.8% | -3.9% | +53.8% | +43.7% |
| 10Y | +145.2% | +137.7% | +7.5% | +22.7% |
| All | +204.8% | +539.9% | -335.1% | -28.5% |
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