+513.3%
XRT vs EL
+602.5%
-89.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | -0.2% |
| 7D | +0.8% | +0.8% | 0.0% | +0.5% |
| 30D | -4.2% | +19.8% | -24.0% | -11.5% |
| 3M | +5.1% | +25.7% | -20.6% | -5.0% |
| 6M | +2.4% | +5.4% | -3.0% | -2.0% |
| YTD | +3.2% | +0.2% | +3.0% | -0.8% |
| 1Y | +1.5% | +20.4% | -18.9% | -10.5% |
| 3Y | +40.6% | -32.1% | +72.7% | +45.7% |
| 5Y | -1.0% | -67.2% | +66.2% | +40.6% |
| 10Y | +128.4% | +31.7% | +96.7% | +54.2% |
| All | +513.3% | +602.5% | -89.2% | +48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling