-2.1%
XRT vs ECL
+40.6%
-42.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.6% | +2.5% |
| 7D | +2.5% | -0.5% | +3.0% | +2.9% |
| 30D | +10.3% | +8.8% | +1.5% | +5.3% |
| 3M | +2.4% | +7.8% | -5.5% | -1.9% |
| 6M | +10.0% | +21.3% | -11.3% | -1.6% |
| YTD | +9.5% | +17.8% | -8.2% | -0.7% |
| 1Y | +17.2% | +21.1% | -3.9% | +4.4% |
| 3Y | +62.0% | +80.1% | -18.1% | +10.9% |
| 5Y | -2.1% | +40.5% | -42.6% | -28.7% |
| All | -2.1% | +40.6% | -42.7% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling