+513.3%
XRT vs EME
+3,427.4%
-2,914.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.3% |
| 7D | +0.8% | +1.9% | -1.1% | 0.0% |
| 30D | -4.2% | -8.3% | +4.1% | -1.0% |
| 3M | +5.1% | -10.7% | +15.8% | +7.8% |
| 6M | +2.4% | +1.9% | +0.5% | -1.4% |
| YTD | +3.2% | +23.5% | -20.3% | -9.4% |
| 1Y | +1.5% | +18.0% | -16.4% | -10.7% |
| 3Y | +40.6% | +236.1% | -195.5% | -27.7% |
| 5Y | -1.0% | +527.9% | -528.9% | -62.4% |
| 10Y | +128.4% | +1,252.8% | -1,124.4% | -42.5% |
| All | +513.3% | +3,427.4% | -2,914.1% | -16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling