+132.2%
XRT vs EFV
+162.4%
-30.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -0.4% | +0.7% | -1.2% | -1.1% |
| 30D | +7.5% | +2.0% | +5.5% | +5.7% |
| 3M | +2.3% | -1.6% | +4.0% | +4.0% |
| 6M | +12.8% | +5.8% | +7.1% | +6.9% |
| YTD | +7.1% | +15.6% | -8.6% | -7.3% |
| 1Y | +12.3% | +19.0% | -6.7% | -5.4% |
| 3Y | +57.0% | +90.7% | -33.7% | -16.5% |
| 5Y | -4.3% | +92.8% | -97.1% | -49.6% |
| All | +132.2% | +162.4% | -30.1% | -7.2% |
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