+28.4%
XLY vs ESI
+67.8%
-39.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -1.7% | -4.6% | +2.9% | +0.1% |
| 30D | -4.2% | -10.5% | +6.3% | -0.3% |
| 3M | -2.7% | -19.8% | +17.1% | +4.4% |
| 6M | -0.6% | +5.8% | -6.4% | -7.0% |
| YTD | -5.0% | +38.3% | -43.3% | -22.4% |
| 1Y | -4.1% | +31.5% | -35.6% | -20.3% |
| 3Y | +33.6% | +80.7% | -47.1% | -9.5% |
| All | +28.4% | +67.8% | -39.4% | -10.6% |
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