+9.1%
XLF vs ESI
+44.5%
-35.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -1.0% |
| 7D | 0.0% | +3.3% | -3.3% | -0.3% |
| 30D | +0.2% | -5.9% | +6.0% | +0.6% |
| 3M | +11.7% | -14.1% | +25.8% | +12.4% |
| 6M | +13.8% | +6.6% | +7.2% | +10.1% |
| YTD | +7.0% | +45.0% | -38.0% | -2.9% |
| 1Y | +9.1% | +41.5% | -32.3% | -0.7% |
| All | +9.1% | +44.5% | -35.4% | -0.7% |
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