+186.7%
B vs ESI
+312.6%
-125.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.3% |
| 7D | +9.6% | -8.5% | +18.1% | +10.7% |
| 30D | +3.5% | -15.7% | +19.2% | +5.7% |
| 3M | -1.6% | -18.2% | +16.7% | +0.8% |
| 6M | -1.7% | -28.8% | +27.2% | +2.2% |
| YTD | -5.3% | +26.3% | -31.6% | -7.2% |
| 1Y | +27.2% | +18.2% | +9.0% | +25.3% |
| 3Y | +166.1% | +68.1% | +98.0% | +154.8% |
| 5Y | +136.5% | +28.8% | +107.7% | +126.1% |
| All | +186.7% | +312.6% | -125.9% | +136.6% |
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