+513.3%
XRT vs EIX
+198.4%
+314.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.7% |
| 7D | +0.8% | -19.1% | +19.9% | +7.3% |
| 30D | -4.2% | -16.9% | +12.7% | +0.6% |
| 3M | +5.1% | -20.0% | +25.1% | +11.7% |
| 6M | +2.4% | -21.3% | +23.7% | +9.3% |
| YTD | +3.2% | -1.7% | +4.9% | +0.3% |
| 1Y | +1.5% | +9.6% | -8.0% | -5.9% |
| 3Y | +40.6% | -3.7% | +44.2% | +33.5% |
| 5Y | -1.0% | +22.6% | -23.6% | -16.6% |
| 10Y | +128.4% | +17.7% | +110.7% | +79.6% |
| All | +513.3% | +198.4% | +314.9% | +193.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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