+108.7%
EWY vs XRT
-1.3%
+110.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.3% | +6.2% |
| 7D | -2.8% | -1.4% | -1.4% | -2.0% |
| 30D | -13.1% | +9.8% | -22.9% | -17.0% |
| 3M | -11.6% | +3.3% | -14.9% | -13.3% |
| 6M | -23.4% | +13.6% | -37.0% | -28.3% |
| YTD | +52.0% | +9.1% | +43.0% | +45.3% |
| 1Y | +58.6% | +15.1% | +43.5% | +47.9% |
| 3Y | +163.3% | +59.9% | +103.4% | +110.3% |
| 5Y | +108.7% | -1.7% | +110.4% | +99.0% |
| All | +108.7% | -1.3% | +110.0% | +99.0% |
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 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