+44.2%
GEV vs XRT
+12.7%
+31.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.9% |
| 7D | +3.7% | +1.7% | +2.0% | +3.8% |
| 30D | -14.7% | +7.5% | -22.2% | -14.7% |
| 3M | -23.4% | +2.2% | -25.6% | -22.8% |
| 6M | -24.3% | +14.7% | -39.0% | -27.7% |
| YTD | +23.2% | +7.5% | +15.7% | +18.1% |
| 1Y | +44.2% | +14.1% | +30.1% | +36.9% |
| All | +44.2% | +12.7% | +31.5% | +36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling