+144.4%
XYL vs ESI
+330.1%
-185.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | +0.8% | +3.9% | -3.1% | -0.6% |
| 30D | -10.8% | -3.8% | -7.1% | -9.7% |
| 3M | -2.5% | -13.1% | +10.6% | +1.1% |
| 6M | -12.2% | +11.3% | -23.5% | -18.4% |
| YTD | -20.1% | +44.1% | -64.2% | -33.6% |
| 1Y | -20.6% | +40.3% | -61.0% | -33.7% |
| 3Y | +17.3% | +84.1% | -66.7% | -14.2% |
| 5Y | -14.5% | +75.8% | -90.3% | -37.6% |
| All | +144.4% | +330.1% | -185.7% | +27.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling