+248.9%
A vs ESI
+308.3%
-59.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.0% |
| 7D | -4.4% | +3.9% | -8.3% | -5.6% |
| 30D | -2.7% | -3.8% | +1.1% | -1.6% |
| 3M | +7.0% | -13.1% | +20.2% | +10.7% |
| 6M | +24.6% | +11.3% | +13.3% | +16.1% |
| YTD | +7.0% | +44.1% | -37.1% | -9.7% |
| 1Y | +15.6% | +40.3% | -24.8% | -1.9% |
| 3Y | +29.9% | +84.1% | -54.1% | -1.5% |
| 5Y | -15.4% | +75.8% | -91.2% | -36.0% |
| 10Y | +248.9% | +320.7% | -71.9% | +88.0% |
| All | +248.9% | +308.3% | -59.4% | +88.0% |
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