+370.0%
ALL vs ESI
+321.1%
+48.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.9% | +2.1% |
| 7D | 0.0% | +8.3% | -8.3% | -1.6% |
| 30D | +12.8% | -10.4% | +23.2% | +14.7% |
| 3M | +4.7% | -13.2% | +17.8% | +6.7% |
| 6M | +24.9% | -23.9% | +48.8% | +29.2% |
| YTD | +30.0% | +34.2% | -4.2% | +15.3% |
| 1Y | +29.9% | +22.2% | +7.7% | +17.7% |
| 3Y | +117.5% | +79.2% | +38.3% | +71.6% |
| 5Y | +161.7% | +38.1% | +123.6% | +117.6% |
| All | +370.0% | +321.1% | +48.9% | +190.3% |
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 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