+43.4%
XRT vs EFX
-12.5%
+55.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -1.2% |
| 7D | -0.3% | -7.8% | +7.6% | +2.1% |
| 30D | -5.6% | -5.7% | +0.1% | -4.2% |
| 3M | +2.5% | +2.5% | 0.0% | +1.1% |
| 6M | +3.7% | -16.7% | +20.3% | +8.6% |
| YTD | +1.0% | -20.2% | +21.2% | +6.7% |
| 1Y | -1.2% | -31.4% | +30.2% | +9.8% |
| 3Y | +43.4% | -10.5% | +53.9% | +37.7% |
| All | +43.4% | -12.5% | +55.8% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling