+156.2%
XRT vs ESI
+182.6%
-26.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.3% |
| 7D | +0.9% | -8.5% | +9.4% | +3.3% |
| 30D | +7.9% | -15.7% | +23.6% | +12.8% |
| 3M | -0.2% | -18.2% | +18.1% | +4.8% |
| 6M | +5.6% | -28.8% | +34.4% | +14.0% |
| YTD | +5.7% | +26.3% | -20.6% | -6.0% |
| 1Y | +14.6% | +18.2% | -3.6% | +3.9% |
| 3Y | +50.7% | +68.1% | -17.4% | +20.7% |
| 5Y | -4.8% | +28.8% | -33.6% | -18.4% |
| 10Y | +152.6% | +329.8% | -177.2% | +59.5% |
| All | +156.2% | +182.6% | -26.4% | +72.9% |
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