+43.8%
D vs ESI
+323.5%
-279.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.7% | -1.1% |
| 7D | +0.8% | -3.5% | +4.2% | +1.0% |
| 30D | +10.7% | -9.3% | +20.0% | +11.6% |
| 3M | +2.3% | -12.8% | +15.1% | +3.4% |
| 6M | +12.5% | -24.6% | +37.1% | +15.1% |
| YTD | +20.1% | +32.7% | -12.7% | +13.1% |
| 1Y | +15.6% | +20.3% | -4.8% | +10.2% |
| 3Y | +75.2% | +80.2% | -5.0% | +54.7% |
| 5Y | +14.6% | +40.0% | -25.4% | +3.5% |
| 10Y | +43.8% | +310.8% | -267.0% | +6.8% |
| All | +43.8% | +323.5% | -279.7% | +6.8% |
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