+157.1%
EWT vs XRT
+58.7%
+98.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +9.1% | +1.7% | +7.4% | +8.4% |
| 30D | -12.2% | +7.5% | -19.7% | -15.2% |
| 3M | -9.4% | +2.2% | -11.6% | -10.4% |
| 6M | +2.7% | +14.7% | -12.0% | -4.6% |
| YTD | +53.3% | +7.5% | +45.8% | +46.8% |
| 1Y | +59.2% | +14.1% | +45.0% | +48.0% |
| 3Y | +157.1% | +58.8% | +98.3% | +109.1% |
| All | +157.1% | +58.7% | +98.4% | +109.1% |
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