+129.1%
XLE vs ESI
+182.6%
-53.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.6% |
| 7D | -12.0% | -8.5% | -3.5% | -9.8% |
| 30D | -2.7% | -15.7% | +12.9% | +1.8% |
| 3M | +6.6% | -18.2% | +24.8% | +11.9% |
| 6M | +9.5% | -28.8% | +38.4% | +17.9% |
| YTD | +40.6% | +26.3% | +14.3% | +24.0% |
| 1Y | +43.6% | +18.2% | +25.4% | +29.0% |
| 3Y | +58.1% | +68.1% | -10.0% | +23.1% |
| 5Y | +152.2% | +28.8% | +123.4% | +108.6% |
| 10Y | +172.9% | +329.8% | -156.9% | +50.3% |
| All | +129.1% | +182.6% | -53.5% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling