+356.1%
ALL vs ESI
+307.6%
+48.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -2.9% | -2.5% |
| 7D | -1.7% | +5.4% | -7.1% | -2.7% |
| 30D | -4.7% | -4.2% | -0.5% | -4.0% |
| 3M | +18.4% | -9.6% | +28.0% | +19.3% |
| 6M | +20.5% | +18.3% | +2.2% | +12.9% |
| YTD | +23.5% | +45.8% | -22.3% | +9.1% |
| 1Y | +29.0% | +39.2% | -10.2% | +14.6% |
| 3Y | +153.7% | +86.3% | +67.4% | +102.4% |
| 5Y | +114.8% | +76.2% | +38.6% | +69.8% |
| 10Y | +356.1% | +306.8% | +49.4% | +182.9% |
| All | +356.1% | +307.6% | +48.5% | +182.9% |
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