+197.7%
ECL vs ESI
+323.5%
-125.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.1% | -3.1% | +0.4% |
| 7D | -0.5% | -3.5% | +2.9% | +0.3% |
| 30D | +8.8% | -9.3% | +18.1% | +11.5% |
| 3M | +7.8% | -12.8% | +20.6% | +11.3% |
| 6M | +21.3% | -24.6% | +45.9% | +29.4% |
| YTD | +17.8% | +32.7% | -15.0% | +1.5% |
| 1Y | +21.1% | +20.3% | +0.8% | +7.7% |
| 3Y | +80.1% | +80.2% | -0.1% | +32.7% |
| 5Y | +40.5% | +40.0% | +0.5% | +11.7% |
| 10Y | +197.7% | +310.8% | -113.0% | +59.6% |
| All | +197.7% | +323.5% | -125.7% | +59.6% |
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