+210.8%
XLB vs ESI
+197.1%
+13.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.1% | -3.2% | +0.4% |
| 7D | -1.4% | -3.5% | +2.1% | -0.5% |
| 30D | +7.1% | -9.3% | +16.4% | +9.7% |
| 3M | +0.6% | -12.8% | +13.4% | +3.8% |
| 6M | +3.5% | -24.6% | +28.1% | +10.3% |
| YTD | +18.2% | +32.7% | -14.5% | +4.5% |
| 1Y | +25.6% | +20.3% | +5.3% | +14.3% |
| 3Y | +46.7% | +80.2% | -33.5% | +15.3% |
| 5Y | +30.9% | +40.0% | -9.1% | +9.4% |
| 10Y | +167.7% | +310.8% | -143.0% | +61.8% |
| All | +210.8% | +197.1% | +13.7% | +102.0% |
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