+136.2%
XLP vs ESI
+321.1%
-184.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.2% |
| 7D | -0.2% | +8.3% | -8.5% | -1.2% |
| 30D | +8.2% | -10.4% | +18.6% | +9.3% |
| 3M | +7.7% | -13.2% | +20.9% | +9.1% |
| 6M | +9.3% | -23.9% | +33.2% | +11.9% |
| YTD | +19.5% | +34.2% | -14.7% | +11.5% |
| 1Y | +21.0% | +22.2% | -1.2% | +14.4% |
| 3Y | +43.2% | +79.2% | -36.0% | +24.5% |
| 5Y | +42.7% | +38.1% | +4.6% | +27.7% |
| All | +136.2% | +321.1% | -184.9% | +74.6% |
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