+357.4%
XLI vs ESI
+224.6%
+132.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.4% |
| 7D | -1.1% | +3.3% | -4.4% | -2.0% |
| 30D | -5.9% | -5.9% | -0.1% | -4.5% |
| 3M | -0.3% | -14.1% | +13.8% | +3.2% |
| 6M | +0.1% | +6.6% | -6.4% | -3.1% |
| YTD | +13.6% | +45.0% | -31.4% | +0.5% |
| 1Y | +17.2% | +41.5% | -24.3% | +4.0% |
| 3Y | +68.2% | +78.8% | -10.6% | +37.7% |
| 5Y | +80.7% | +70.9% | +9.8% | +47.5% |
| 10Y | +253.3% | +317.1% | -63.8% | +125.9% |
| All | +357.4% | +224.6% | +132.8% | +211.5% |
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