+43.3%
XRT vs EME
+248.9%
-205.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -2.6% |
| 7D | -0.3% | +5.2% | -5.4% | -1.2% |
| 30D | -5.6% | -5.4% | -0.3% | -4.8% |
| 3M | +2.5% | -6.1% | +8.6% | +3.2% |
| 6M | +3.7% | +9.7% | -6.0% | +0.5% |
| YTD | +1.0% | +26.6% | -25.6% | -5.6% |
| 1Y | -1.2% | +24.6% | -25.8% | -8.3% |
| All | +43.3% | +248.9% | -205.5% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling