+20.7%
XLK vs ESI
+27.8%
-7.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +1.7% |
| 7D | -7.6% | -6.6% | -1.0% | -5.2% |
| 30D | -12.2% | -10.9% | -1.2% | -8.5% |
| 3M | -5.5% | -13.8% | +8.4% | -0.6% |
| 6M | +9.2% | -21.5% | +30.7% | +18.0% |
| YTD | +23.0% | +34.7% | -11.6% | +11.4% |
| 1Y | +20.7% | +24.9% | -4.2% | +11.9% |
| All | +20.7% | +27.8% | -7.1% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling