+139.9%
XLC vs ESI
+228.3%
-88.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | -1.4% | +3.9% | -5.3% | -2.6% |
| 30D | -0.9% | -3.8% | +2.9% | 0.0% |
| 3M | -0.3% | -13.1% | +12.8% | +2.4% |
| 6M | -5.2% | +11.3% | -16.5% | -11.4% |
| YTD | -5.3% | +44.1% | -49.4% | -19.8% |
| 1Y | -2.8% | +40.3% | -43.1% | -17.4% |
| 3Y | +71.2% | +84.1% | -12.8% | +27.5% |
| 5Y | +37.6% | +75.8% | -38.2% | +2.3% |
| All | +139.9% | +228.3% | -88.4% | +31.1% |
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