+124.8%
XRT vs ESI
+308.3%
-183.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.2% |
| 7D | -2.4% | +3.9% | -6.3% | -3.9% |
| 30D | -6.9% | -3.8% | -3.2% | -5.8% |
| 3M | -0.4% | -13.1% | +12.7% | +3.4% |
| 6M | +2.2% | +11.3% | -9.1% | -6.0% |
| YTD | -0.7% | +44.1% | -44.8% | -19.1% |
| 1Y | -2.0% | +40.3% | -42.3% | -19.7% |
| 3Y | +41.0% | +84.1% | -43.0% | 0.0% |
| 5Y | -3.3% | +75.8% | -79.1% | -30.8% |
| 10Y | +124.8% | +320.7% | -195.9% | +12.7% |
| All | +124.8% | +308.3% | -183.5% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ESI 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling