+548.6%
XRT vs EFX
+557.0%
-8.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +4.1% | +0.3% | +3.8% | +4.0% |
| 30D | +9.9% | +29.1% | -19.2% | -3.7% |
| 3M | +2.3% | +4.3% | -2.0% | -0.9% |
| 6M | +9.6% | +7.7% | +1.8% | +3.1% |
| YTD | +9.1% | -12.5% | +21.6% | +11.9% |
| 1Y | +16.2% | -8.8% | +25.1% | +16.6% |
| 3Y | +60.1% | +4.3% | +55.7% | +41.5% |
| 5Y | -0.5% | -29.4% | +28.9% | +6.0% |
| 10Y | +145.1% | +78.1% | +67.0% | +37.1% |
| All | +548.6% | +557.0% | -8.3% | +32.0% |
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