+232.4%
ECL vs ESI
+182.6%
+49.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.2% |
| 7D | -0.8% | -8.5% | +7.8% | +1.3% |
| 30D | +8.1% | -15.7% | +23.8% | +12.4% |
| 3M | +6.4% | -18.2% | +24.6% | +11.0% |
| 6M | +14.8% | -28.8% | +43.6% | +22.8% |
| YTD | +15.5% | +26.3% | -10.8% | +4.6% |
| 1Y | +20.1% | +18.2% | +1.9% | +10.5% |
| 3Y | +77.8% | +68.1% | +9.6% | +44.6% |
| 5Y | +37.9% | +28.8% | +9.1% | +19.0% |
| 10Y | +202.7% | +329.8% | -127.2% | +89.8% |
| All | +232.4% | +182.6% | +49.8% | +134.5% |
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 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