+119.9%
XRT vs EFX
+41.8%
+78.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -3.6% | -11.1% | +7.6% | +0.7% |
| 30D | -6.7% | -7.4% | +0.7% | -4.2% |
| 3M | -1.4% | +1.5% | -2.9% | -2.9% |
| 6M | +1.7% | -13.7% | +15.4% | +6.1% |
| YTD | -1.5% | -21.9% | +20.4% | +5.9% |
| 1Y | -2.5% | -30.8% | +28.3% | +9.7% |
| 3Y | +39.9% | -12.4% | +52.3% | +37.8% |
| 5Y | -2.6% | -35.9% | +33.3% | +5.8% |
| All | +119.9% | +41.8% | +78.2% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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