+332.9%
XLF vs ESI
+224.6%
+108.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -1.6% |
| 7D | 0.0% | +3.3% | -3.3% | -0.9% |
| 30D | +0.2% | -5.9% | +6.0% | +1.7% |
| 3M | +11.7% | -14.1% | +25.8% | +15.0% |
| 6M | +13.8% | +6.6% | +7.2% | +9.0% |
| YTD | +7.0% | +45.0% | -38.0% | -6.8% |
| 1Y | +9.1% | +41.5% | -32.3% | -4.7% |
| 3Y | +75.6% | +78.8% | -3.1% | +40.2% |
| 5Y | +66.4% | +70.9% | -4.5% | +32.6% |
| 10Y | +250.3% | +317.1% | -66.8% | +115.2% |
| All | +332.9% | +224.6% | +108.3% | +181.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling