+50.1%
IEFA vs XRT
-4.5%
+54.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -2.4% | -3.6% | +1.2% | -1.1% |
| 30D | -2.1% | -6.7% | +4.6% | +0.4% |
| 3M | +5.5% | -1.4% | +6.9% | +5.9% |
| 6M | +8.1% | +1.7% | +6.4% | +7.1% |
| YTD | +11.9% | -1.5% | +13.4% | +12.1% |
| 1Y | +18.1% | -2.5% | +20.6% | +18.5% |
| 3Y | +65.5% | +39.9% | +25.6% | +43.0% |
| 5Y | +50.1% | -2.6% | +52.7% | +41.9% |
| All | +50.1% | -4.5% | +54.5% | +41.9% |
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 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