+528.0%
XRT vs ES
+589.4%
-61.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -0.6% |
| 7D | +0.9% | +1.9% | -1.0% | +0.1% |
| 30D | +7.9% | +7.1% | +0.9% | +5.0% |
| 3M | -0.2% | -1.9% | +1.8% | +0.5% |
| 6M | +5.6% | +4.4% | +1.2% | +3.3% |
| YTD | +5.7% | +7.3% | -1.6% | +1.8% |
| 1Y | +14.6% | +2.1% | +12.4% | +12.1% |
| 3Y | +50.7% | +41.8% | +8.8% | +25.0% |
| 5Y | -4.8% | +1.4% | -6.3% | -10.0% |
| 10Y | +152.6% | +86.8% | +65.9% | +63.5% |
| All | +528.0% | +589.4% | -61.4% | +71.2% |
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