+34.1%
XLP vs ESI
+72.3%
-38.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -1.1% |
| 7D | -1.0% | +3.3% | -4.3% | -1.3% |
| 30D | -0.9% | -5.9% | +5.0% | -0.4% |
| 3M | +3.8% | -14.1% | +17.9% | +4.7% |
| 6M | -1.7% | +6.6% | -8.3% | -4.0% |
| YTD | +10.3% | +45.0% | -34.8% | +3.0% |
| 1Y | +7.8% | +41.5% | -33.7% | +0.7% |
| 3Y | +27.2% | +78.8% | -51.6% | +11.5% |
| All | +34.1% | +72.3% | -38.3% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling