+548.2%
XRT vs ED
+534.2%
+13.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -1.4% | -0.9% | -0.5% | -1.1% |
| 30D | +9.8% | +11.2% | -1.4% | +5.3% |
| 3M | +3.3% | +11.8% | -8.5% | -1.2% |
| 6M | +13.6% | +14.1% | -0.5% | +7.5% |
| YTD | +9.1% | +23.0% | -13.9% | -0.2% |
| 1Y | +15.1% | +23.7% | -8.6% | +4.9% |
| 3Y | +59.9% | +47.7% | +12.2% | +31.8% |
| 5Y | -1.7% | +82.6% | -84.4% | -27.8% |
| 10Y | +141.1% | +141.8% | -0.6% | +40.3% |
| All | +548.2% | +534.2% | +13.9% | +59.0% |
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 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