+45.8%
XRT vs EL
-29.8%
+75.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +0.3% |
| 7D | +0.8% | +0.8% | 0.0% | +0.6% |
| 30D | -4.2% | +19.8% | -24.0% | -8.3% |
| 3M | +5.1% | +25.7% | -20.6% | -0.6% |
| 6M | +2.4% | +5.4% | -3.0% | +0.1% |
| YTD | +3.2% | +0.2% | +3.0% | +1.3% |
| 1Y | +1.5% | +20.4% | -18.9% | -5.1% |
| All | +45.8% | -29.8% | +75.6% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling