+43.7%
XLP vs ESI
+64.8%
-21.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.0% | +7.3% | -0.8% |
| 7D | +3.5% | -13.1% | +16.6% | +3.4% |
| 30D | +11.6% | -18.5% | +30.0% | +11.6% |
| 3M | +7.6% | -19.6% | +27.2% | +7.7% |
| 6M | +10.0% | -29.8% | +39.8% | +10.3% |
| YTD | +19.7% | +23.9% | -4.2% | +15.2% |
| 1Y | +23.5% | +15.0% | +8.5% | +19.3% |
| All | +43.7% | +64.8% | -21.0% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling