+37.7%
XLC vs ESI
+72.3%
-34.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -2.0% |
| 7D | -0.8% | +3.3% | -4.2% | -1.8% |
| 30D | +1.0% | -5.9% | +6.9% | +2.6% |
| 3M | -0.7% | -14.1% | +13.4% | +2.1% |
| 6M | -5.1% | +6.6% | -11.7% | -10.6% |
| YTD | -4.3% | +45.0% | -49.3% | -20.1% |
| 1Y | -0.6% | +41.5% | -42.0% | -16.8% |
| 3Y | +72.7% | +78.8% | -6.1% | +24.7% |
| All | +37.7% | +72.3% | -34.7% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling