+452.3%
EWT vs XRT
+136.4%
+315.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +9.1% | +1.7% | +7.4% | +8.5% |
| 30D | -12.2% | +7.5% | -19.7% | -14.7% |
| 3M | -9.4% | +2.2% | -11.6% | -10.4% |
| 6M | +2.7% | +14.7% | -12.0% | -3.1% |
| YTD | +53.3% | +7.5% | +45.8% | +48.4% |
| 1Y | +59.2% | +14.1% | +45.0% | +50.5% |
| 3Y | +157.1% | +58.8% | +98.3% | +113.1% |
| 5Y | +119.6% | -3.9% | +123.5% | +112.8% |
| All | +452.3% | +136.4% | +315.9% | +247.0% |
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