+513.3%
XRT vs EAT
+1,320.8%
-807.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | -4.2% | +1.9% | -6.1% | -5.1% |
| 3M | +5.1% | +68.7% | -63.6% | -10.5% |
| 6M | +2.4% | +66.9% | -64.5% | -13.6% |
| YTD | +3.2% | +60.4% | -57.2% | -12.4% |
| 1Y | +1.5% | +44.0% | -42.5% | -11.8% |
| 3Y | +40.6% | +604.7% | -564.1% | -28.1% |
| 5Y | -1.0% | +347.0% | -348.0% | -44.7% |
| 10Y | +128.4% | +390.8% | -262.3% | +1.2% |
| All | +513.3% | +1,320.8% | -807.4% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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