+16.2%
XRT vs ES
-0.1%
+16.3%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +4.1% | +0.9% | +3.2% | +3.9% |
| 30D | +9.9% | +5.9% | +4.0% | +8.9% |
| 3M | +2.3% | -1.0% | +3.3% | +2.2% |
| 6M | +9.6% | +7.2% | +2.4% | +8.6% |
| YTD | +9.1% | +7.0% | +2.2% | +8.2% |
| 1Y | +16.2% | +0.5% | +15.8% | +15.9% |
| All | +16.2% | -0.1% | +16.3% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling