+35.5%
XLV vs ESI
+67.8%
-32.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -3.6% | -4.6% | +1.1% | -2.9% |
| 30D | -1.8% | -10.5% | +8.7% | -0.3% |
| 3M | +7.8% | -19.8% | +27.6% | +10.7% |
| 6M | +9.1% | +5.8% | +3.3% | +5.4% |
| YTD | +7.7% | +38.3% | -30.6% | -1.8% |
| 1Y | +20.4% | +31.5% | -11.1% | +10.5% |
| 3Y | +30.8% | +80.7% | -49.9% | +9.1% |
| All | +35.5% | +67.8% | -32.3% | +12.3% |
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 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