+536.2%
XRT vs EFV
+193.9%
+342.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -0.4% | +0.7% | -1.2% | -1.0% |
| 30D | +7.5% | +2.0% | +5.5% | +6.0% |
| 3M | +2.3% | -1.6% | +4.0% | +3.8% |
| 6M | +12.8% | +5.8% | +7.1% | +8.0% |
| YTD | +7.1% | +15.6% | -8.6% | -4.8% |
| 1Y | +12.3% | +19.0% | -6.7% | -2.3% |
| 3Y | +57.0% | +90.7% | -33.7% | -5.6% |
| 5Y | -4.3% | +92.8% | -97.1% | -42.6% |
| 10Y | +136.7% | +160.5% | -23.8% | +13.8% |
| All | +536.2% | +193.9% | +342.3% | +169.2% |
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 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