+292.2%
XEL vs ESI
+224.6%
+67.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.8% | -1.0% |
| 7D | -1.0% | +3.3% | -4.3% | -1.2% |
| 30D | -1.9% | -5.9% | +3.9% | -1.5% |
| 3M | -1.9% | -14.1% | +12.2% | -1.2% |
| 6M | -7.4% | +6.6% | -14.0% | -8.4% |
| YTD | +4.1% | +45.0% | -41.0% | +0.7% |
| 1Y | +8.0% | +41.5% | -33.4% | +4.6% |
| 3Y | +48.4% | +78.8% | -30.4% | +40.0% |
| 5Y | +27.2% | +70.9% | -43.6% | +19.5% |
| 10Y | +146.8% | +317.1% | -170.3% | +115.1% |
| All | +292.2% | +224.6% | +67.5% | +259.4% |
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