+40.4%
EXC vs XRT
-4.8%
+45.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +0.9% | +1.3% |
| 7D | +1.4% | +1.7% | -0.4% | +1.1% |
| 30D | +8.6% | +7.5% | +1.1% | +7.5% |
| 3M | +2.4% | +2.2% | +0.2% | +2.0% |
| 6M | +6.5% | +14.7% | -8.2% | +4.4% |
| YTD | +9.0% | +7.5% | +1.5% | +7.7% |
| 1Y | +4.6% | +14.1% | -9.5% | +2.3% |
| 3Y | +33.5% | +58.8% | -25.3% | +21.8% |
| All | +40.4% | -4.8% | +45.3% | +39.3% |
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