+128.8%
XLP vs ESI
+323.5%
-194.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.2% | +0.3% |
| 7D | +0.1% | -3.5% | +3.5% | +0.4% |
| 30D | +8.9% | -9.3% | +18.2% | +9.9% |
| 3M | +7.5% | -12.8% | +20.3% | +8.8% |
| 6M | +9.4% | -24.6% | +34.0% | +12.1% |
| YTD | +19.3% | +32.7% | -13.5% | +11.4% |
| 1Y | +21.7% | +20.3% | +1.4% | +15.3% |
| 3Y | +44.0% | +80.2% | -36.2% | +25.0% |
| 5Y | +42.8% | +40.0% | +2.8% | +27.4% |
| 10Y | +128.8% | +310.8% | -182.0% | +67.4% |
| All | +128.8% | +323.5% | -194.7% | +67.4% |
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