+211.3%
XLB vs ESI
+207.0%
+4.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.6% | -0.9% |
| 7D | -1.6% | +1.8% | -3.5% | -2.3% |
| 30D | +7.2% | -6.6% | +13.8% | +8.9% |
| 3M | 0.0% | -9.4% | +9.4% | +2.0% |
| 6M | +2.3% | -24.1% | +26.4% | +8.9% |
| YTD | +18.4% | +37.1% | -18.7% | +3.7% |
| 1Y | +23.3% | +24.5% | -1.2% | +11.0% |
| 3Y | +45.2% | +83.2% | -38.0% | +13.5% |
| 5Y | +31.0% | +44.0% | -13.0% | +8.5% |
| 10Y | +168.8% | +332.8% | -164.1% | +60.3% |
| All | +211.3% | +207.0% | +4.3% | +100.3% |
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