+39.2%
XLK vs ESI
+34.2%
+5.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | +0.2% | -4.6% | +4.8% | +2.0% |
| 30D | -0.6% | -10.5% | +9.9% | +3.5% |
| 3M | +2.6% | -19.8% | +22.4% | +10.7% |
| 6M | +34.0% | +5.8% | +28.2% | +31.5% |
| YTD | +30.7% | +38.3% | -7.6% | +16.0% |
| 1Y | +39.2% | +31.5% | +7.7% | +25.7% |
| All | +39.2% | +34.2% | +5.0% | +25.7% |
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