+513.3%
XRT vs EFV
+203.2%
+310.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +0.8% | +1.5% | -0.7% | -0.4% |
| 30D | -4.2% | +1.7% | -5.9% | -5.5% |
| 3M | +5.1% | +8.6% | -3.6% | -1.6% |
| 6M | +2.4% | +11.7% | -9.3% | -6.3% |
| YTD | +3.2% | +19.3% | -16.1% | -10.5% |
| 1Y | +1.5% | +30.2% | -28.7% | -17.7% |
| 3Y | +40.6% | +91.6% | -51.0% | -15.8% |
| 5Y | -1.0% | +96.4% | -97.4% | -41.5% |
| 10Y | +128.4% | +166.5% | -38.1% | +7.6% |
| All | +513.3% | +203.2% | +310.2% | +153.0% |
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