+136.8%
XLE vs ESI
+224.6%
-87.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -1.7% |
| 7D | +2.2% | +3.3% | -1.1% | +1.2% |
| 30D | +11.8% | -5.9% | +17.6% | +13.5% |
| 3M | +9.8% | -14.1% | +23.9% | +13.1% |
| 6M | +15.6% | +6.6% | +9.0% | +9.5% |
| YTD | +45.3% | +45.0% | +0.2% | +24.0% |
| 1Y | +48.3% | +41.5% | +6.9% | +26.8% |
| 3Y | +55.4% | +78.8% | -23.3% | +19.9% |
| 5Y | +216.1% | +70.9% | +145.2% | +140.5% |
| 10Y | +178.4% | +317.1% | -138.7% | +53.2% |
| All | +136.8% | +224.6% | -87.9% | +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