+136.0%
XLC vs ESI
+203.5%
-67.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | +3.7% | +5.5% | -1.8% | +2.1% |
| 30D | -1.9% | -7.8% | +5.8% | 0.0% |
| 3M | -3.1% | -15.0% | +11.9% | +0.6% |
| 6M | -6.4% | -24.9% | +18.5% | -0.5% |
| YTD | -6.8% | +33.2% | -40.1% | -19.9% |
| 1Y | -1.7% | +24.9% | -26.6% | -13.8% |
| 3Y | +64.7% | +77.8% | -13.1% | +22.7% |
| 5Y | +41.1% | +37.1% | +4.0% | +12.8% |
| All | +136.0% | +203.5% | -67.5% | +30.9% |
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