+128.8%
XRT vs ES
+84.4%
+44.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | -4.2% | -2.0% | -2.2% | -3.7% |
| 3M | +5.1% | +1.7% | +3.4% | +4.5% |
| 6M | +2.4% | -3.5% | +6.0% | +3.2% |
| YTD | +3.2% | +7.9% | -4.7% | +0.5% |
| 1Y | +1.5% | +17.2% | -15.6% | -4.1% |
| 3Y | +40.6% | +29.3% | +11.3% | +26.7% |
| 5Y | -1.0% | -5.7% | +4.8% | -2.6% |
| All | +128.8% | +84.4% | +44.4% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling