+128.6%
XRT vs ESI
+313.2%
-184.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.7% | -2.4% |
| 7D | -0.3% | +5.4% | -5.6% | -2.3% |
| 30D | -5.6% | -4.2% | -1.4% | -4.3% |
| 3M | +2.5% | -9.6% | +12.2% | +4.7% |
| 6M | +3.7% | +18.3% | -14.7% | -7.2% |
| YTD | +1.0% | +45.8% | -44.9% | -18.1% |
| 1Y | -1.2% | +39.2% | -40.4% | -18.7% |
| 3Y | +43.4% | +86.3% | -42.9% | +1.2% |
| 5Y | -0.7% | +76.2% | -76.9% | -29.1% |
| All | +128.6% | +313.2% | -184.6% | +14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling