+271.2%
EW vs XRT
+136.4%
+134.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | +4.9% | +1.7% | +3.2% | +4.1% |
| 30D | +23.9% | +7.5% | +16.4% | +20.1% |
| 3M | +15.8% | +2.2% | +13.6% | +14.5% |
| 6M | +31.7% | +14.7% | +17.0% | +23.8% |
| YTD | +25.7% | +7.5% | +18.2% | +21.3% |
| 1Y | +24.4% | +14.1% | +10.3% | +17.1% |
| 3Y | +65.9% | +58.8% | +7.1% | +31.6% |
| 5Y | -7.6% | -3.9% | -3.7% | -10.4% |
| All | +271.2% | +136.4% | +134.9% | +101.3% |
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 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