-3.3%
XRT vs EFV
+95.4%
-98.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -0.8% |
| 7D | -2.4% | -0.5% | -1.9% | -1.9% |
| 30D | -6.9% | 0.0% | -7.0% | -6.9% |
| 3M | -0.4% | +8.4% | -8.8% | -7.9% |
| 6M | +2.2% | +12.3% | -10.1% | -8.9% |
| YTD | -0.7% | +17.4% | -18.1% | -15.5% |
| 1Y | -2.0% | +27.1% | -29.1% | -22.9% |
| 3Y | +41.0% | +90.7% | -49.7% | -27.4% |
| 5Y | -3.3% | +95.6% | -98.9% | -52.2% |
| All | -3.3% | +95.4% | -98.7% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling