+543.0%
ALL vs ESI
+207.0%
+336.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.6% | -0.2% |
| 7D | -2.6% | +1.8% | -4.4% | -2.9% |
| 30D | +12.7% | -6.6% | +19.3% | +13.5% |
| 3M | +0.4% | -9.4% | +9.8% | +1.2% |
| 6M | +23.8% | -24.1% | +47.9% | +27.1% |
| YTD | +27.8% | +37.1% | -9.3% | +17.3% |
| 1Y | +28.9% | +24.5% | +4.3% | +20.2% |
| 3Y | +113.9% | +83.2% | +30.7% | +82.3% |
| 5Y | +157.4% | +44.0% | +113.4% | +125.9% |
| 10Y | +369.0% | +332.8% | +36.1% | +237.0% |
| All | +543.0% | +207.0% | +336.0% | +381.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling