-2.7%
XLC vs ESI
+22.6%
-25.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.2% | -0.9% |
| 7D | +3.1% | +8.3% | -5.2% | +2.9% |
| 30D | -4.2% | -10.4% | +6.2% | -4.1% |
| 3M | -2.1% | -13.2% | +11.0% | -1.9% |
| 6M | -6.6% | -23.9% | +17.3% | -6.3% |
| YTD | -7.8% | +34.2% | -42.0% | -13.5% |
| All | -2.7% | +22.6% | -25.3% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling