+538.9%
XRT vs EFV
+195.0%
+343.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.1% |
| 7D | +1.7% | +2.5% | -0.8% | -0.2% |
| 30D | +7.5% | +2.9% | +4.6% | +5.2% |
| 3M | +2.2% | -1.4% | +3.6% | +3.4% |
| 6M | +14.7% | +5.5% | +9.1% | +9.9% |
| YTD | +7.5% | +16.1% | -8.6% | -4.6% |
| 1Y | +14.1% | +20.3% | -6.2% | -1.5% |
| 3Y | +58.8% | +90.4% | -31.7% | -4.4% |
| 5Y | -3.9% | +93.5% | -97.4% | -42.5% |
| 10Y | +137.7% | +161.5% | -23.8% | +13.9% |
| All | +538.9% | +195.0% | +343.9% | +169.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling