+1,215.1%
XLK vs ESI
+226.4%
+988.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.2% |
| 7D | +2.3% | +5.4% | -3.1% | +0.7% |
| 30D | -0.1% | -4.2% | +4.1% | +1.1% |
| 3M | +2.1% | -9.6% | +11.7% | +4.8% |
| 6M | +37.2% | +18.3% | +18.9% | +29.8% |
| YTD | +30.8% | +45.8% | -15.0% | +16.2% |
| 1Y | +42.6% | +39.2% | +3.5% | +28.0% |
| 3Y | +121.8% | +86.3% | +35.5% | +81.9% |
| 5Y | +145.7% | +76.2% | +69.5% | +102.9% |
| 10Y | +782.1% | +306.8% | +475.3% | +488.9% |
| All | +1,215.1% | +226.4% | +988.6% | +819.0% |
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