+80.9%
XLI vs ESI
+74.4%
+6.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.1% |
| 7D | -0.6% | +3.9% | -4.5% | -1.9% |
| 30D | -6.9% | -3.8% | -3.2% | -5.9% |
| 3M | -1.9% | -13.1% | +11.2% | +1.9% |
| 6M | +1.0% | +11.3% | -10.3% | -5.0% |
| YTD | +11.3% | +44.1% | -32.8% | -5.5% |
| 1Y | +15.8% | +40.3% | -24.5% | -1.3% |
| 3Y | +69.8% | +84.1% | -14.2% | +25.8% |
| 5Y | +80.9% | +75.8% | +5.1% | +31.1% |
| All | +80.9% | +74.4% | +6.4% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling