+22.7%
XLP vs ESI
+21.7%
+1.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.4% |
| 7D | +2.5% | +5.5% | -3.0% | +3.0% |
| 30D | +7.3% | -7.8% | +15.1% | +6.7% |
| 3M | +8.1% | -15.0% | +23.1% | +7.1% |
| 6M | +10.5% | -24.9% | +35.4% | +9.2% |
| YTD | +21.2% | +33.2% | -12.1% | +18.0% |
| 1Y | +22.7% | +24.9% | -2.2% | +19.8% |
| All | +22.7% | +21.7% | +1.0% | +19.8% |
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