+326.1%
XEL vs ESI
+198.2%
+127.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.2% |
| 7D | +2.4% | +5.5% | -3.1% | +2.1% |
| 30D | +8.3% | -7.8% | +16.0% | +8.7% |
| 3M | +4.2% | -15.0% | +19.2% | +5.1% |
| 6M | +3.7% | -24.9% | +28.6% | +5.3% |
| YTD | +13.1% | +33.2% | -20.2% | +9.8% |
| 1Y | +5.0% | +24.9% | -19.9% | +2.4% |
| 3Y | +55.0% | +77.8% | -22.8% | +46.0% |
| 5Y | +51.8% | +37.1% | +14.7% | +44.4% |
| 10Y | +185.6% | +320.5% | -134.9% | +149.6% |
| All | +326.1% | +198.2% | +127.9% | +292.0% |
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