+64.4%
XLF vs ESI
+74.4%
-10.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | -1.0% | +3.9% | -5.0% | -2.1% |
| 30D | -1.3% | -3.8% | +2.5% | -0.4% |
| 3M | +9.1% | -13.1% | +22.3% | +12.1% |
| 6M | +14.4% | +11.3% | +3.0% | +6.7% |
| YTD | +5.1% | +44.1% | -39.0% | -11.4% |
| 1Y | +8.6% | +40.3% | -31.7% | -8.1% |
| 3Y | +74.4% | +84.1% | -9.6% | +27.1% |
| 5Y | +64.4% | +75.8% | -11.4% | +16.4% |
| All | +64.4% | +74.4% | -10.1% | +16.4% |
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