-49.1%
COMP vs ESI
+98.1%
-147.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.0% | -1.3% | -0.3% |
| 7D | +2.2% | +1.8% | +0.4% | +1.0% |
| 30D | +16.3% | -6.6% | +22.9% | +20.8% |
| 3M | -19.1% | -9.4% | -9.8% | -15.3% |
| 6M | +17.1% | -24.1% | +41.2% | +37.3% |
| YTD | -2.9% | +37.1% | -40.1% | -35.0% |
| 1Y | +8.8% | +24.5% | -15.7% | -21.2% |
| 3Y | +423.5% | +83.2% | +340.3% | +138.9% |
| 5Y | -10.5% | +44.0% | -54.4% | -52.1% |
| All | -49.1% | +98.1% | -147.2% | -77.2% |
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