+513.3%
XRT vs ECL
+800.7%
-287.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +0.8% | -2.6% | +3.4% | +2.5% |
| 30D | -4.2% | -2.2% | -2.0% | -2.9% |
| 3M | +5.1% | +10.1% | -5.0% | -1.3% |
| 6M | +2.4% | -5.7% | +8.2% | +5.7% |
| YTD | +3.2% | +7.0% | -3.8% | -1.7% |
| 1Y | +1.5% | +2.7% | -1.1% | -1.2% |
| 3Y | +40.6% | +57.7% | -17.2% | +2.3% |
| 5Y | -1.0% | +31.1% | -32.1% | -20.6% |
| 10Y | +128.4% | +150.9% | -22.4% | +11.7% |
| All | +513.3% | +800.7% | -287.4% | +13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling