-2.6%
XRT vs ET
+241.7%
-244.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -3.6% | +1.4% | -4.9% | -4.1% |
| 30D | -6.7% | +4.6% | -11.3% | -8.4% |
| 3M | -1.4% | +16.0% | -17.4% | -7.4% |
| 6M | +1.7% | +22.8% | -21.1% | -7.1% |
| YTD | -1.5% | +38.9% | -40.3% | -14.9% |
| 1Y | -2.5% | +34.1% | -36.6% | -14.5% |
| 3Y | +39.9% | +98.8% | -58.9% | -0.2% |
| 5Y | -2.6% | +246.8% | -249.5% | -43.6% |
| All | -2.6% | +241.7% | -244.3% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling