+84.9%
EWT vs XRT
-1.4%
+86.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.2% |
| 7D | -1.1% | -3.2% | +2.1% | +0.4% |
| 30D | +4.5% | -4.5% | +8.9% | +6.7% |
| 3M | +8.3% | -3.1% | +11.3% | +9.2% |
| 6M | +54.2% | +4.2% | +50.0% | +47.9% |
| YTD | +74.6% | -0.1% | +74.7% | +70.3% |
| 1Y | +84.9% | -3.0% | +87.9% | +80.4% |
| All | +84.9% | -1.4% | +86.3% | +80.4% |
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 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