+145.6%
XLK vs ESI
+66.0%
+79.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | +0.7% |
| 7D | -0.4% | -2.3% | +1.9% | +0.6% |
| 30D | -0.5% | -9.0% | +8.6% | +3.9% |
| 3M | +5.0% | -13.3% | +18.2% | +11.3% |
| 6M | +32.9% | +5.3% | +27.6% | +27.0% |
| YTD | +29.0% | +37.6% | -8.7% | +6.9% |
| 1Y | +37.8% | +33.6% | +4.2% | +15.1% |
| 3Y | +118.7% | +75.8% | +42.9% | +52.2% |
| 5Y | +145.6% | +68.6% | +77.0% | +70.9% |
| All | +145.6% | +66.0% | +79.6% | +70.9% |
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 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