+513.3%
XRT vs ELV
+623.1%
-109.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.7% | +1.5% |
| 7D | +0.8% | +3.3% | -2.5% | -0.2% |
| 30D | -4.2% | +4.2% | -8.3% | -5.5% |
| 3M | +5.1% | -0.1% | +5.2% | +4.4% |
| 6M | +2.4% | +41.3% | -38.8% | -9.3% |
| YTD | +3.2% | +17.4% | -14.2% | -3.8% |
| 1Y | +1.5% | +35.1% | -33.5% | -9.9% |
| 3Y | +40.6% | -3.2% | +43.8% | +34.7% |
| 5Y | -1.0% | +15.6% | -16.6% | -12.5% |
| 10Y | +128.4% | +276.8% | -148.4% | +23.3% |
| All | +513.3% | +623.1% | -109.8% | +98.7% |
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