+536.2%
XRT vs ETR
+611.1%
-74.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -0.4% | +1.5% | -1.9% | -1.0% |
| 30D | +7.5% | +6.6% | +0.9% | +4.8% |
| 3M | +2.3% | +4.4% | -2.1% | +0.5% |
| 6M | +12.8% | -0.3% | +13.1% | +12.6% |
| YTD | +7.1% | +23.3% | -16.3% | -2.6% |
| 1Y | +12.3% | +18.9% | -6.6% | +3.6% |
| 3Y | +57.0% | +155.5% | -98.5% | +2.4% |
| 5Y | -4.3% | +159.9% | -164.2% | -39.2% |
| 10Y | +136.7% | +377.6% | -240.9% | +9.1% |
| All | +536.2% | +611.1% | -74.8% | +161.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling