+123.0%
XRT vs ET
+177.0%
-54.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.6% |
| 7D | -3.2% | +0.2% | -3.4% | -3.3% |
| 30D | -4.5% | +2.9% | -7.4% | -5.4% |
| 3M | -3.1% | +16.8% | -19.9% | -7.9% |
| 6M | +4.2% | +18.9% | -14.6% | -1.7% |
| YTD | -0.1% | +37.7% | -37.8% | -10.2% |
| 1Y | -3.0% | +32.4% | -35.5% | -11.9% |
| 3Y | +41.8% | +99.5% | -57.7% | +12.3% |
| 5Y | -1.3% | +244.0% | -245.2% | -34.0% |
| All | +123.0% | +177.0% | -54.0% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling