+502.6%
EWT vs XRT
+125.1%
+377.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.2% |
| 7D | -1.1% | -3.6% | +2.5% | +0.3% |
| 30D | +4.8% | -6.7% | +11.5% | +7.5% |
| 3M | +11.1% | -1.4% | +12.5% | +11.4% |
| 6M | +54.6% | +1.7% | +52.9% | +53.2% |
| YTD | +71.4% | -1.5% | +72.9% | +71.9% |
| 1Y | +82.1% | -2.5% | +84.6% | +83.1% |
| 3Y | +193.2% | +39.9% | +153.3% | +155.2% |
| 5Y | +146.1% | -2.6% | +148.7% | +137.9% |
| All | +502.6% | +125.1% | +377.5% | +296.4% |
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 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