+208.0%
ECL vs ESI
+224.6%
-16.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.6% |
| 7D | -2.6% | +3.3% | -5.9% | -3.5% |
| 30D | -2.2% | -5.9% | +3.7% | -0.8% |
| 3M | +10.1% | -14.1% | +24.2% | +13.2% |
| 6M | -5.7% | +6.6% | -12.3% | -9.4% |
| YTD | +7.0% | +45.0% | -38.1% | -5.9% |
| 1Y | +2.7% | +41.5% | -38.8% | -9.5% |
| 3Y | +57.7% | +78.8% | -21.0% | +27.3% |
| 5Y | +31.1% | +70.9% | -39.7% | +6.0% |
| 10Y | +150.9% | +317.1% | -166.2% | +56.7% |
| All | +208.0% | +224.6% | -16.7% | +111.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling