+538.9%
XRT vs EFX
+556.6%
-17.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.1% |
| 7D | +1.7% | -0.8% | +2.5% | +2.1% |
| 30D | +7.5% | +25.1% | -17.6% | -4.4% |
| 3M | +2.2% | +1.7% | +0.5% | +0.3% |
| 6M | +14.7% | +18.4% | -3.7% | +2.9% |
| YTD | +7.5% | -12.5% | +20.0% | +10.3% |
| 1Y | +14.1% | -8.1% | +22.2% | +14.0% |
| 3Y | +58.8% | +4.8% | +54.0% | +40.1% |
| 5Y | -3.9% | -30.1% | +26.2% | +3.0% |
| 10Y | +137.7% | +81.5% | +56.2% | +31.4% |
| All | +538.9% | +556.6% | -17.7% | +30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling