+65.9%
EW vs XRT
+58.7%
+7.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | +4.9% | +1.7% | +3.2% | +4.4% |
| 30D | +23.9% | +7.5% | +16.4% | +21.2% |
| 3M | +15.8% | +2.2% | +13.6% | +14.9% |
| 6M | +31.7% | +14.7% | +17.0% | +26.2% |
| YTD | +25.7% | +7.5% | +18.2% | +22.7% |
| 1Y | +24.4% | +14.1% | +10.3% | +19.6% |
| 3Y | +65.9% | +58.8% | +7.1% | +45.4% |
| All | +65.9% | +58.7% | +7.2% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling