+123.0%
XRT vs EFV
+169.9%
-46.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.4% |
| 7D | -3.2% | -0.8% | -2.4% | -2.4% |
| 30D | -4.5% | +0.6% | -5.1% | -5.0% |
| 3M | -3.1% | +7.5% | -10.6% | -9.6% |
| 6M | +4.2% | +13.0% | -8.8% | -7.5% |
| YTD | -0.1% | +18.3% | -18.4% | -15.3% |
| 1Y | -3.0% | +26.7% | -29.8% | -23.0% |
| 3Y | +41.8% | +89.6% | -47.8% | -24.0% |
| 5Y | -1.3% | +98.2% | -99.5% | -49.2% |
| All | +123.0% | +169.9% | -46.9% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling