+155.6%
ECL vs ESI
+308.3%
-152.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.8% |
| 7D | -2.7% | +3.9% | -6.7% | -3.9% |
| 30D | -4.3% | -3.8% | -0.5% | -3.4% |
| 3M | +3.2% | -13.1% | +16.3% | +6.3% |
| 6M | -2.9% | +11.3% | -14.2% | -9.1% |
| YTD | +4.3% | +44.1% | -39.8% | -11.3% |
| 1Y | +1.6% | +40.3% | -38.7% | -13.3% |
| 3Y | +54.3% | +84.1% | -29.8% | +15.2% |
| 5Y | +26.5% | +75.8% | -49.3% | -5.5% |
| 10Y | +155.6% | +320.7% | -165.1% | +37.3% |
| All | +155.6% | +308.3% | -152.7% | +37.3% |
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