+154.5%
EWT vs XRT
-2.4%
+156.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.9% |
| 7D | +2.1% | -2.4% | +4.5% | +3.2% |
| 30D | +9.4% | -6.9% | +16.3% | +12.6% |
| 3M | +10.9% | -0.4% | +11.3% | +10.6% |
| 6M | +57.9% | +2.2% | +55.7% | +55.9% |
| YTD | +75.9% | -0.7% | +76.6% | +75.6% |
| 1Y | +89.7% | -2.0% | +91.7% | +90.1% |
| 3Y | +200.9% | +41.0% | +159.9% | +158.7% |
| 5Y | +154.5% | -3.3% | +157.8% | +140.4% |
| All | +154.5% | -2.4% | +156.9% | +140.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling