+536.2%
XRT vs ELV
+666.2%
-129.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | -0.4% | -0.5% | 0.0% | -0.3% |
| 30D | +7.5% | +1.1% | +6.4% | +7.1% |
| 3M | +2.3% | +8.2% | -5.8% | -0.3% |
| 6M | +12.8% | +10.2% | +2.6% | +8.4% |
| YTD | +7.1% | +24.4% | -17.4% | -2.2% |
| 1Y | +12.3% | +33.8% | -21.6% | +0.1% |
| 3Y | +57.0% | -1.4% | +58.4% | +49.7% |
| 5Y | -4.3% | +5.8% | -10.2% | -12.5% |
| 10Y | +136.7% | +269.1% | -132.4% | +29.2% |
| All | +536.2% | +666.2% | -129.9% | +102.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling