+167.4%
XLB vs ESI
+313.2%
-145.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.2% |
| 7D | -0.2% | +5.4% | -5.6% | -2.2% |
| 30D | -1.7% | -4.2% | +2.5% | -0.4% |
| 3M | +4.4% | -9.6% | +14.0% | +6.7% |
| 6M | +5.0% | +18.3% | -13.3% | -4.7% |
| YTD | +15.5% | +45.8% | -30.4% | -4.2% |
| 1Y | +14.9% | +39.2% | -24.2% | -3.5% |
| 3Y | +34.5% | +86.3% | -51.7% | -2.8% |
| 5Y | +36.5% | +76.2% | -39.7% | -1.3% |
| All | +167.4% | +313.2% | -145.8% | +31.2% |
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