+203.5%
XLP vs ESI
+182.6%
+20.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.5% |
| 7D | +0.7% | -8.5% | +9.3% | +1.5% |
| 30D | +10.3% | -15.7% | +25.9% | +11.9% |
| 3M | +6.5% | -18.2% | +24.8% | +8.2% |
| 6M | +8.4% | -28.8% | +37.2% | +11.1% |
| YTD | +18.2% | +26.3% | -8.1% | +13.0% |
| 1Y | +22.4% | +18.2% | +4.2% | +17.8% |
| 3Y | +41.9% | +68.1% | -26.2% | +29.3% |
| 5Y | +40.9% | +28.8% | +12.1% | +30.9% |
| 10Y | +128.4% | +329.8% | -201.5% | +83.8% |
| All | +203.5% | +182.6% | +20.8% | +159.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling