+513.3%
XRT vs ED
+470.9%
+42.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.5% |
| 7D | +0.8% | -0.2% | +1.0% | +0.9% |
| 30D | -4.2% | -0.1% | -4.1% | -4.2% |
| 3M | +5.1% | +3.9% | +1.2% | +3.3% |
| 6M | +2.4% | -3.0% | +5.5% | +3.3% |
| YTD | +3.2% | +10.7% | -7.5% | -1.6% |
| 1Y | +1.5% | +13.3% | -11.8% | -4.4% |
| 3Y | +40.6% | +34.5% | +6.1% | +20.0% |
| 5Y | -1.0% | +67.1% | -68.1% | -25.0% |
| 10Y | +128.4% | +103.0% | +25.4% | +44.3% |
| All | +513.3% | +470.9% | +42.4% | +56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling