+226.1%
XLI vs ESI
+318.1%
-92.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | +3.8% | +5.5% | -1.8% | +1.7% |
| 30D | +1.0% | -7.8% | +8.8% | +3.6% |
| 3M | -8.9% | -15.0% | +6.1% | -4.2% |
| 6M | -2.3% | -24.9% | +22.6% | +6.4% |
| YTD | +9.7% | +33.2% | -23.6% | -5.5% |
| 1Y | +12.3% | +24.9% | -12.6% | -1.1% |
| 3Y | +71.5% | +77.8% | -6.3% | +27.5% |
| 5Y | +70.2% | +37.1% | +33.0% | +36.7% |
| All | +226.1% | +318.1% | -92.0% | +68.0% |
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