+253.9%
XLI vs ESI
+312.8%
-58.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | -1.7% | -4.6% | +3.0% | 0.0% |
| 30D | -7.3% | -10.5% | +3.2% | -3.7% |
| 3M | -1.3% | -19.8% | +18.5% | +5.8% |
| 6M | +2.2% | +5.8% | -3.6% | -2.2% |
| YTD | +11.7% | +38.3% | -26.6% | -4.0% |
| 1Y | +14.3% | +31.5% | -17.3% | -0.5% |
| 3Y | +70.3% | +80.7% | -10.3% | +27.7% |
| 5Y | +82.3% | +69.4% | +12.9% | +36.6% |
| All | +253.9% | +312.8% | -58.9% | +85.0% |
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