+62.0%
XRT vs ECL
+78.6%
-16.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.6% | +2.7% |
| 7D | +2.5% | -0.5% | +3.0% | +2.8% |
| 30D | +10.3% | +8.8% | +1.5% | +6.2% |
| 3M | +2.4% | +7.8% | -5.5% | -1.1% |
| 6M | +10.0% | +21.3% | -11.3% | +0.8% |
| YTD | +9.5% | +17.8% | -8.2% | +1.3% |
| 1Y | +17.2% | +21.1% | -3.9% | +7.0% |
| 3Y | +62.0% | +80.1% | -18.1% | +29.0% |
| All | +62.0% | +78.6% | -16.6% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 3y: compounded portfolio wealth divided by compounded ECL 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…
3y analysis · Full analysis span regression · 6 months rolling