+30.0%
ECL vs ESI
+72.3%
-42.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.7% |
| 7D | -2.6% | +3.3% | -5.9% | -3.6% |
| 30D | -2.2% | -5.9% | +3.7% | -0.7% |
| 3M | +10.1% | -14.1% | +24.2% | +13.6% |
| 6M | -5.7% | +6.6% | -12.3% | -10.9% |
| YTD | +7.0% | +45.0% | -38.1% | -10.2% |
| 1Y | +2.7% | +41.5% | -38.8% | -13.6% |
| 3Y | +57.7% | +78.8% | -21.0% | +13.8% |
| All | +30.0% | +72.3% | -42.4% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling