+59.3%
XLF vs ESI
+36.5%
+22.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | +2.7% | +5.5% | -2.9% | +1.2% |
| 30D | +7.6% | -7.8% | +15.4% | +9.5% |
| 3M | +1.1% | -15.0% | +16.1% | +4.7% |
| 6M | +15.9% | -24.9% | +40.8% | +22.9% |
| YTD | +8.4% | +33.2% | -24.8% | -7.6% |
| 1Y | +12.5% | +24.9% | -12.4% | -2.1% |
| 3Y | +81.6% | +77.8% | +3.8% | +30.6% |
| All | +59.3% | +36.5% | +22.8% | +28.3% |
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