+41.9%
XLP vs ESI
+67.9%
-26.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.3% |
| 7D | +0.7% | -8.5% | +9.3% | +0.7% |
| 30D | +10.3% | -15.7% | +25.9% | +10.3% |
| 3M | +6.5% | -18.2% | +24.8% | +6.6% |
| 6M | +8.4% | -28.8% | +37.2% | +8.7% |
| YTD | +18.2% | +26.3% | -8.1% | +13.7% |
| 1Y | +22.4% | +18.2% | +4.2% | +18.3% |
| 3Y | +41.9% | +68.1% | -26.2% | +28.9% |
| All | +41.9% | +67.9% | -26.0% | +28.9% |
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