+26.7%
XRT vs EXE
+155.8%
-129.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.4% |
| 7D | +2.5% | -3.9% | +6.4% | +3.2% |
| 30D | +10.3% | -2.6% | +12.9% | +10.7% |
| 3M | +2.4% | -6.9% | +9.2% | +3.5% |
| 6M | +10.0% | -9.3% | +19.3% | +11.5% |
| YTD | +9.5% | -20.7% | +30.3% | +13.6% |
| 1Y | +17.2% | -21.8% | +39.0% | +21.7% |
| 3Y | +62.0% | +16.2% | +45.8% | +51.0% |
| 5Y | -2.1% | +61.1% | -63.2% | -16.5% |
| All | +26.7% | +155.8% | -129.1% | -6.6% |
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