+788.5%
XLK vs ESI
+312.8%
+475.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | +0.2% | -4.6% | +4.8% | +2.1% |
| 30D | -0.6% | -10.5% | +9.9% | +3.7% |
| 3M | +2.6% | -19.8% | +22.4% | +11.3% |
| 6M | +34.0% | +5.8% | +28.2% | +29.2% |
| YTD | +30.7% | +38.3% | -7.6% | +12.6% |
| 1Y | +39.2% | +31.5% | +7.7% | +21.8% |
| 3Y | +120.4% | +80.7% | +39.7% | +66.9% |
| 5Y | +148.8% | +69.4% | +79.4% | +90.4% |
| All | +788.5% | +312.8% | +475.7% | +391.9% |
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 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