+14.1%
XRT vs EME
+3.0%
+11.1%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | +1.7% | +8.4% | -6.6% | +1.5% |
| 30D | +7.5% | -11.5% | +19.0% | +7.7% |
| 3M | +2.2% | -20.6% | +22.8% | +2.9% |
| 6M | +14.7% | -28.5% | +43.1% | +18.3% |
| YTD | +7.5% | +8.0% | -0.5% | +4.1% |
| 1Y | +14.1% | +6.8% | +7.4% | +10.7% |
| All | +14.1% | +3.0% | +11.1% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling