+26.2%
XRT vs EXE
+161.7%
-135.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -0.8% |
| 7D | +4.1% | -2.2% | +6.3% | +4.5% |
| 30D | +9.9% | -0.3% | +10.2% | +9.9% |
| 3M | +2.3% | -9.3% | +11.6% | +3.9% |
| 6M | +9.6% | -7.2% | +16.8% | +10.6% |
| YTD | +9.1% | -18.9% | +28.1% | +12.7% |
| 1Y | +16.2% | -21.7% | +37.9% | +20.7% |
| 3Y | +60.1% | +21.0% | +39.1% | +48.0% |
| 5Y | -0.5% | +76.0% | -76.4% | -16.8% |
| All | +26.2% | +161.7% | -135.5% | -7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling