+42.0%
XLP vs ESI
+28.5%
+13.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.4% |
| 7D | +0.7% | -8.5% | +9.3% | +1.3% |
| 30D | +10.3% | -15.7% | +25.9% | +11.4% |
| 3M | +6.5% | -18.2% | +24.8% | +7.8% |
| 6M | +8.4% | -28.8% | +37.2% | +10.6% |
| YTD | +18.2% | +26.3% | -8.1% | +11.2% |
| 1Y | +22.4% | +18.2% | +4.2% | +16.1% |
| 3Y | +41.9% | +68.1% | -26.2% | +23.2% |
| All | +42.0% | +28.5% | +13.5% | +27.2% |
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