+513.3%
XRT vs ETR
+581.3%
-68.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +0.8% | +1.4% | -0.6% | +0.2% |
| 30D | -4.2% | +1.0% | -5.2% | -4.6% |
| 3M | +5.1% | -1.3% | +6.3% | +5.3% |
| 6M | +2.4% | +1.9% | +0.5% | +0.9% |
| YTD | +3.2% | +18.2% | -15.0% | -4.5% |
| 1Y | +1.5% | +24.7% | -23.2% | -8.3% |
| 3Y | +40.6% | +150.7% | -110.1% | -7.9% |
| 5Y | -1.0% | +127.0% | -128.0% | -33.4% |
| 10Y | +128.4% | +295.5% | -167.0% | +14.6% |
| All | +513.3% | +581.3% | -68.0% | +156.3% |
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