+238.5%
XLU vs ESI
+226.4%
+12.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | +2.1% | +5.4% | -3.3% | +1.5% |
| 30D | -0.4% | -4.2% | +3.8% | 0.0% |
| 3M | +0.5% | -9.6% | +10.1% | +1.1% |
| 6M | -5.8% | +18.3% | -24.1% | -8.3% |
| YTD | +3.1% | +45.8% | -42.7% | -2.1% |
| 1Y | +8.1% | +39.2% | -31.0% | +3.0% |
| 3Y | +50.5% | +86.3% | -35.7% | +37.6% |
| 5Y | +44.7% | +76.2% | -31.5% | +31.7% |
| 10Y | +136.8% | +306.8% | -169.9% | +95.0% |
| All | +238.5% | +226.4% | +12.0% | +194.1% |
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