+513.3%
XRT vs EFX
+518.0%
-4.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.4% | +7.4% | +4.2% |
| 7D | +0.8% | -8.6% | +9.4% | +5.2% |
| 30D | -4.2% | +0.1% | -4.3% | -4.6% |
| 3M | +5.1% | +3.8% | +1.2% | +1.7% |
| 6M | +2.4% | -13.5% | +15.9% | +7.8% |
| YTD | +3.2% | -17.7% | +20.9% | +9.9% |
| 1Y | +1.5% | -25.6% | +27.1% | +13.2% |
| 3Y | +40.6% | -12.1% | +52.7% | +36.6% |
| 5Y | -1.0% | -33.8% | +32.8% | +9.3% |
| 10Y | +128.4% | +45.1% | +83.3% | +45.3% |
| All | +513.3% | +518.0% | -4.6% | +29.5% |
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