+246.5%
XLF vs ESI
+310.7%
-64.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +1.3% |
| 7D | -2.9% | -2.3% | -0.6% | -2.2% |
| 30D | -1.6% | -9.0% | +7.4% | +1.5% |
| 3M | +9.3% | -13.3% | +22.5% | +13.0% |
| 6M | +14.6% | +5.3% | +9.3% | +8.3% |
| YTD | +4.7% | +37.6% | -32.9% | -11.7% |
| 1Y | +8.6% | +33.6% | -25.0% | -8.0% |
| 3Y | +73.9% | +75.8% | -1.9% | +26.9% |
| 5Y | +65.0% | +68.6% | -3.6% | +19.3% |
| All | +246.5% | +310.7% | -64.2% | +67.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling