-0.7%
XRT vs ETR
+129.9%
-130.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.3% | -2.4% |
| 7D | -0.3% | +1.4% | -1.7% | -0.6% |
| 30D | -5.6% | +1.9% | -7.5% | -6.1% |
| 3M | +2.5% | +1.0% | +1.6% | +2.1% |
| 6M | +3.7% | +4.8% | -1.2% | +2.0% |
| YTD | +1.0% | +19.5% | -18.6% | -4.3% |
| 1Y | -1.2% | +28.1% | -29.3% | -8.2% |
| 3Y | +43.4% | +151.1% | -107.8% | +6.5% |
| 5Y | -0.7% | +125.2% | -125.9% | -25.4% |
| All | -0.7% | +129.9% | -130.7% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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