+150.2%
XRT vs ESI
+224.6%
-74.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -2.0% | +0.1% |
| 7D | +0.8% | +3.3% | -2.5% | -0.2% |
| 30D | -4.2% | -5.9% | +1.7% | -2.6% |
| 3M | +5.1% | -14.1% | +19.2% | +8.6% |
| 6M | +2.4% | +6.6% | -4.2% | -2.2% |
| YTD | +3.2% | +45.0% | -41.8% | -11.1% |
| 1Y | +1.5% | +41.5% | -39.9% | -12.1% |
| 3Y | +40.6% | +78.8% | -38.2% | +11.6% |
| 5Y | -1.0% | +70.9% | -71.9% | -20.8% |
| 10Y | +128.4% | +317.1% | -188.7% | +42.6% |
| All | +150.2% | +224.6% | -74.4% | +63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling