+75.9%
D vs ESI
+224.6%
-148.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.4% | -0.7% |
| 7D | +1.5% | +3.3% | -1.9% | +1.2% |
| 30D | -2.6% | -5.9% | +3.3% | -2.1% |
| 3M | 0.0% | -14.1% | +14.1% | +1.0% |
| 6M | +7.4% | +6.6% | +0.8% | +5.8% |
| YTD | +15.9% | +45.0% | -29.2% | +10.8% |
| 1Y | +18.1% | +41.5% | -23.3% | +12.9% |
| 3Y | +58.4% | +78.8% | -20.4% | +46.5% |
| 5Y | +5.2% | +70.9% | -65.7% | -3.2% |
| 10Y | +35.9% | +317.1% | -281.2% | +13.3% |
| All | +75.9% | +224.6% | -148.7% | +56.5% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling