+46.3%
XLU vs ESI
+74.1%
-27.8%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -1.6% | -4.6% | +3.0% | -1.1% |
| 30D | -3.3% | -10.5% | +7.2% | -2.2% |
| 3M | -3.2% | -19.8% | +16.7% | -1.3% |
| 6M | -7.0% | +5.8% | -12.8% | -9.0% |
| YTD | +0.6% | +38.3% | -37.7% | -5.7% |
| 1Y | +2.4% | +31.5% | -29.1% | -3.5% |
| 3Y | +46.3% | +80.7% | -34.4% | +22.3% |
| All | +46.3% | +74.1% | -27.8% | +22.3% |
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