+44.2%
XLU vs ESI
+67.8%
-23.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -1.6% | -4.6% | +3.0% | -1.0% |
| 30D | -3.3% | -10.5% | +7.2% | -1.9% |
| 3M | -3.2% | -19.8% | +16.7% | -0.7% |
| 6M | -7.0% | +5.8% | -12.8% | -9.2% |
| YTD | +0.6% | +38.3% | -37.7% | -6.5% |
| 1Y | +2.4% | +31.5% | -29.1% | -4.3% |
| 3Y | +46.3% | +80.7% | -34.4% | +25.7% |
| All | +44.2% | +67.8% | -23.6% | +22.8% |
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