+152.6%
XRT vs EL
+63.1%
+89.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.8% | +2.7% |
| 7D | +2.5% | +8.0% | -5.5% | -0.1% |
| 30D | +10.3% | +15.4% | -5.1% | +5.1% |
| 3M | +2.4% | +28.5% | -26.1% | -6.5% |
| 6M | +10.0% | +32.2% | -22.2% | -1.1% |
| YTD | +9.5% | +9.2% | +0.4% | +3.1% |
| 1Y | +17.2% | +30.8% | -13.6% | +3.1% |
| 3Y | +62.0% | +3.7% | +58.3% | +44.4% |
| 5Y | -2.1% | -64.8% | +62.7% | +33.5% |
| 10Y | +152.6% | +60.0% | +92.5% | +106.6% |
| All | +152.6% | +63.1% | +89.5% | +106.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling