+61.0%
XLC vs ESI
+67.9%
-6.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.2% |
| 7D | +4.9% | -8.5% | +13.4% | +6.1% |
| 30D | -5.8% | -15.7% | +9.8% | -3.7% |
| 3M | -5.4% | -18.2% | +12.8% | -3.0% |
| 6M | -10.2% | -28.8% | +18.7% | -6.4% |
| YTD | -10.2% | +26.3% | -36.4% | -19.3% |
| 1Y | -5.6% | +18.2% | -23.8% | -13.9% |
| 3Y | +61.0% | +68.1% | -7.1% | +29.1% |
| All | +61.0% | +67.9% | -6.9% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling