+16.4%
XLF vs ESI
+19.0%
-2.6%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -0.9% |
| 7D | 0.0% | +3.3% | -3.3% | -0.1% |
| 30D | +0.2% | -5.9% | +6.0% | +0.4% |
| 3M | +11.7% | -14.1% | +25.8% | +11.5% |
| All | +16.4% | +19.0% | -2.6% | +10.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling