+69.8%
XLI vs ESI
+81.4%
-11.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.2% |
| 7D | -0.6% | +3.9% | -4.5% | -1.7% |
| 30D | -6.9% | -3.8% | -3.2% | -6.0% |
| 3M | -1.9% | -13.1% | +11.2% | +1.4% |
| 6M | +1.0% | +11.3% | -10.3% | -4.3% |
| YTD | +11.3% | +44.1% | -32.8% | -4.0% |
| 1Y | +15.8% | +40.3% | -24.5% | +0.3% |
| All | +69.8% | +81.4% | -11.6% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling