-46.5%
COMP vs ESI
+91.8%
-138.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.1% | +0.5% | +1.8% |
| 7D | +14.5% | -3.5% | +18.0% | +17.3% |
| 30D | +14.9% | -9.3% | +24.2% | +21.9% |
| 3M | -14.2% | -12.8% | -1.4% | -7.5% |
| 6M | +23.7% | -24.6% | +48.3% | +45.3% |
| YTD | +2.1% | +32.7% | -30.7% | -30.0% |
| 1Y | +26.2% | +20.3% | +5.9% | -6.1% |
| 3Y | +470.9% | +80.2% | +390.7% | +162.4% |
| 5Y | -14.0% | +40.0% | -54.0% | -52.9% |
| All | -46.5% | +91.8% | -138.2% | -75.4% |
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 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