+146.4%
ED vs ESI
+318.1%
-171.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.4% |
| 7D | +2.1% | +5.5% | -3.5% | +1.8% |
| 30D | +10.4% | -7.8% | +18.2% | +10.7% |
| 3M | +12.5% | -15.0% | +27.6% | +13.2% |
| 6M | +14.9% | -24.9% | +39.8% | +16.0% |
| YTD | +24.8% | +33.2% | -8.4% | +21.3% |
| 1Y | +23.8% | +24.9% | -1.1% | +20.7% |
| 3Y | +51.6% | +77.8% | -26.1% | +41.9% |
| 5Y | +86.4% | +37.1% | +49.3% | +76.5% |
| All | +146.4% | +318.1% | -171.7% | +115.2% |
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