+239.8%
EW vs XRT
+163.3%
+76.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.7% | -1.1% | +1.0% |
| 7D | +12.3% | +2.5% | +9.8% | +11.0% |
| 30D | +22.9% | +10.3% | +12.6% | +17.8% |
| 3M | +16.7% | +2.4% | +14.3% | +15.4% |
| 6M | +31.0% | +10.0% | +21.0% | +25.4% |
| YTD | +22.8% | +9.5% | +13.3% | +17.7% |
| 1Y | +25.6% | +17.2% | +8.4% | +16.9% |
| 3Y | +62.0% | +62.0% | 0.0% | +27.6% |
| 5Y | -12.8% | -2.1% | -10.7% | -16.1% |
| 10Y | +239.8% | +152.6% | +87.2% | +85.0% |
| All | +239.8% | +163.3% | +76.5% | +85.0% |
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