+48.8%
D vs ESI
+321.1%
-272.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.6% |
| 7D | -3.1% | +8.3% | -11.4% | -3.9% |
| 30D | +8.4% | -10.4% | +18.8% | +9.4% |
| 3M | +0.2% | -13.2% | +13.4% | +1.4% |
| 6M | +9.5% | -23.9% | +33.3% | +11.9% |
| YTD | +18.8% | +34.2% | -15.4% | +11.8% |
| 1Y | +14.7% | +22.2% | -7.5% | +9.2% |
| 3Y | +72.9% | +79.2% | -6.3% | +52.9% |
| 5Y | +13.1% | +38.1% | -25.0% | +2.3% |
| All | +48.8% | +321.1% | -272.3% | +13.4% |
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