+131.9%
EXC vs XRT
+514.3%
-382.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.4% |
| 7D | +0.3% | +0.8% | -0.5% | 0.0% |
| 30D | -3.7% | -4.2% | +0.5% | -2.3% |
| 3M | -1.3% | +5.1% | -6.4% | -3.2% |
| 6M | -9.7% | +2.4% | -12.1% | -10.9% |
| YTD | +2.9% | +3.2% | -0.3% | +1.0% |
| 1Y | +4.4% | +1.5% | +2.9% | +2.8% |
| 3Y | +22.2% | +40.6% | -18.4% | +3.9% |
| 5Y | +46.7% | -1.0% | +47.7% | +38.2% |
| 10Y | +155.3% | +128.4% | +26.9% | +51.7% |
| All | +131.9% | +514.3% | -382.4% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling