+44.0%
XLP vs ESI
+36.5%
+7.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | +2.5% | +5.5% | -3.0% | +2.1% |
| 30D | +7.3% | -7.8% | +15.1% | +7.8% |
| 3M | +8.1% | -15.0% | +23.1% | +9.2% |
| 6M | +10.5% | -24.9% | +35.4% | +12.4% |
| YTD | +21.2% | +33.2% | -12.1% | +13.6% |
| 1Y | +22.7% | +24.9% | -2.2% | +16.0% |
| 3Y | +44.8% | +77.8% | -33.0% | +25.2% |
| All | +44.0% | +36.5% | +7.5% | +30.5% |
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