+206.5%
XLB vs ESI
+224.6%
-18.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.3% | -1.2% |
| 7D | -1.4% | +3.3% | -4.7% | -2.4% |
| 30D | -0.4% | -5.9% | +5.5% | +1.2% |
| 3M | +2.0% | -14.1% | +16.1% | +5.5% |
| 6M | +1.8% | +6.6% | -4.7% | -2.4% |
| YTD | +16.6% | +45.0% | -28.4% | +1.1% |
| 1Y | +16.9% | +41.5% | -24.5% | +1.8% |
| 3Y | +32.6% | +78.8% | -46.2% | +5.2% |
| 5Y | +35.6% | +70.9% | -35.2% | +7.6% |
| 10Y | +160.0% | +317.1% | -157.1% | +55.8% |
| All | +206.5% | +224.6% | -18.2% | +95.5% |
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