+513.3%
XRT vs ES
+593.2%
-79.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.5% |
| 3M | +5.1% | +1.7% | +3.4% | +4.2% |
| 6M | +2.4% | -3.5% | +6.0% | +3.5% |
| YTD | +3.2% | +7.9% | -4.7% | -0.7% |
| 1Y | +1.5% | +17.2% | -15.6% | -6.4% |
| 3Y | +40.6% | +29.3% | +11.3% | +21.3% |
| 5Y | -1.0% | -5.7% | +4.8% | -3.3% |
| 10Y | +128.4% | +85.2% | +43.2% | +48.6% |
| All | +513.3% | +593.2% | -79.9% | +66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling