+977.1%
BE vs ESI
+223.9%
+753.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -1.8% |
| 7D | +23.9% | +3.9% | +20.0% | +20.1% |
| 30D | +27.8% | -3.8% | +31.6% | +32.8% |
| 3M | +3.7% | -13.1% | +16.9% | +20.9% |
| 6M | +78.0% | +11.3% | +66.6% | +70.0% |
| YTD | +209.9% | +44.1% | +165.8% | +139.5% |
| 1Y | +389.6% | +40.3% | +349.3% | +290.9% |
| 3Y | +1,730.6% | +84.1% | +1,646.5% | +1,036.1% |
| 5Y | +1,227.8% | +75.8% | +1,152.0% | +746.5% |
| All | +977.1% | +223.9% | +753.2% | +198.9% |
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