+123.7%
XRT vs ED
+104.2%
+19.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.4% |
| 7D | -0.3% | +0.5% | -0.8% | -0.4% |
| 30D | -5.6% | +1.1% | -6.7% | -5.9% |
| 3M | +2.5% | +4.6% | -2.1% | +1.5% |
| 6M | +3.7% | -2.0% | +5.6% | +3.9% |
| YTD | +1.0% | +11.7% | -10.7% | -1.8% |
| 1Y | -1.2% | +15.7% | -16.9% | -4.9% |
| 3Y | +43.4% | +34.4% | +9.0% | +30.7% |
| 5Y | -0.7% | +67.3% | -68.0% | -15.3% |
| 10Y | +123.7% | +104.0% | +19.7% | +91.0% |
| All | +123.7% | +104.2% | +19.5% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ED 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling