-24.3%
GEV vs XRT
+14.3%
-38.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.7% |
| 7D | +3.7% | +1.7% | +2.0% | +4.3% |
| 30D | -14.7% | +7.5% | -22.2% | -11.6% |
| 3M | -23.4% | +2.2% | -25.6% | -21.8% |
| 6M | -24.3% | +14.7% | -39.0% | -30.3% |
| All | -24.3% | +14.3% | -38.6% | -30.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling