-4.7%
XRT vs EL
-66.1%
+61.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -4.0% | -2.4% |
| 7D | +0.9% | +0.8% | +0.1% | +0.6% |
| 30D | +7.9% | +16.5% | -8.6% | +2.9% |
| 3M | -0.2% | +29.2% | -29.4% | -8.3% |
| 6M | +5.6% | +27.9% | -22.3% | -3.2% |
| YTD | +5.7% | +6.2% | -0.5% | +0.9% |
| 1Y | +14.6% | +27.2% | -12.6% | +2.8% |
| 3Y | +50.7% | +3.2% | +47.5% | +34.8% |
| All | -4.7% | -66.1% | +61.4% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling