-0.7%
XRT vs EXE
+106.6%
-107.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.4% | -2.2% |
| 7D | -0.3% | -1.8% | +1.5% | +0.1% |
| 30D | -5.6% | +6.4% | -12.0% | -6.7% |
| 3M | +2.5% | +9.2% | -6.7% | +0.7% |
| 6M | +3.7% | -7.0% | +10.7% | +4.7% |
| YTD | +1.0% | -9.5% | +10.4% | +2.3% |
| 1Y | -1.2% | +6.2% | -7.4% | -3.6% |
| 3Y | +43.4% | +20.7% | +22.6% | +33.6% |
| 5Y | -0.7% | +103.6% | -104.4% | -17.0% |
| All | -0.7% | +106.6% | -107.4% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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