+513.3%
XRT vs ET
+1,281.2%
-767.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +0.8% | +0.9% | -0.1% | +0.6% |
| 30D | -4.2% | +7.5% | -11.7% | -5.9% |
| 3M | +5.1% | +11.4% | -6.3% | +2.2% |
| 6M | +2.4% | +18.5% | -16.1% | -2.0% |
| YTD | +3.2% | +37.4% | -34.2% | -4.7% |
| 1Y | +1.5% | +30.9% | -29.4% | -5.2% |
| 3Y | +40.6% | +98.7% | -58.2% | +18.2% |
| 5Y | -1.0% | +230.7% | -231.7% | -26.2% |
| 10Y | +128.4% | +175.6% | -47.2% | +65.1% |
| All | +513.3% | +1,281.2% | -767.8% | +107.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling