+119.9%
XRT vs ELV
+278.2%
-158.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.4% | -6.2% | -2.2% |
| 7D | -3.6% | +0.9% | -4.4% | -3.8% |
| 30D | -6.7% | +7.2% | -13.9% | -8.4% |
| 3M | -1.4% | +3.4% | -4.8% | -2.8% |
| 6M | +1.7% | +48.6% | -46.9% | -9.6% |
| YTD | -1.5% | +20.6% | -22.0% | -7.8% |
| 1Y | -2.5% | +38.5% | -41.0% | -12.5% |
| 3Y | +39.9% | -2.4% | +42.3% | +35.2% |
| 5Y | -2.6% | +25.3% | -28.0% | -15.0% |
| All | +119.9% | +278.2% | -158.3% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ELV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling