+55.2%
EWT vs XRT
+18.0%
+37.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.8% | -2.8% |
| 7D | -10.9% | +8.0% | -18.9% | -13.1% |
| 30D | -17.7% | +13.0% | -30.8% | -21.4% |
| 3M | -5.0% | +1.7% | -6.7% | -4.8% |
| 6M | +7.4% | +12.6% | -5.2% | +0.8% |
| YTD | +52.8% | +10.7% | +42.2% | +42.8% |
| 1Y | +55.2% | +18.4% | +36.8% | +41.7% |
| All | +55.2% | +18.0% | +37.2% | +41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling