+643.2%
GEV vs XRT
+14.0%
+629.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.2% | +5.3% | +4.5% |
| 7D | +8.1% | -0.3% | +8.4% | +8.2% |
| 30D | -1.9% | -5.6% | +3.7% | +1.7% |
| 3M | +4.1% | +2.5% | +1.5% | +0.7% |
| 6M | +23.2% | +3.7% | +19.5% | +17.8% |
| YTD | +48.9% | +1.0% | +47.9% | +44.6% |
| 1Y | +62.2% | -1.2% | +63.4% | +60.1% |
| All | +643.2% | +14.0% | +629.2% | +551.7% |
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