+193.4%
B vs ESI
+307.6%
-114.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.0% | -1.5% |
| 7D | +2.3% | +5.4% | -3.1% | +1.6% |
| 30D | +1.4% | -4.2% | +5.5% | +1.9% |
| 3M | +12.2% | -9.6% | +21.8% | +13.4% |
| 6M | -2.1% | +18.3% | -20.4% | -4.0% |
| YTD | +2.9% | +45.8% | -42.9% | -1.1% |
| 1Y | +55.3% | +39.2% | +16.1% | +49.7% |
| 3Y | +198.7% | +86.3% | +112.4% | +180.0% |
| 5Y | +153.8% | +76.2% | +77.6% | +136.0% |
| 10Y | +193.4% | +306.8% | -113.4% | +159.2% |
| All | +193.4% | +307.6% | -114.2% | +159.2% |
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