-3.3%
XRT vs EME
+544.7%
-548.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -0.9% |
| 7D | -2.4% | +2.7% | -5.1% | -3.2% |
| 30D | -6.9% | -6.8% | -0.1% | -5.2% |
| 3M | -0.4% | -8.8% | +8.4% | +1.2% |
| 6M | +2.2% | +5.0% | -2.8% | -1.5% |
| YTD | -0.7% | +23.5% | -24.2% | -10.2% |
| 1Y | -2.0% | +21.3% | -23.3% | -12.4% |
| 3Y | +41.0% | +241.1% | -200.0% | -29.7% |
| 5Y | -3.3% | +549.2% | -552.5% | -69.7% |
| All | -3.3% | +544.7% | -548.0% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling