+104.0%
ED vs ESI
+307.6%
-203.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.4% | +0.9% |
| 7D | +0.5% | +5.4% | -4.9% | +0.3% |
| 30D | +1.1% | -4.2% | +5.3% | +1.3% |
| 3M | +4.6% | -9.6% | +14.3% | +4.9% |
| 6M | -2.0% | +18.3% | -20.3% | -3.6% |
| YTD | +11.7% | +45.8% | -34.1% | +8.2% |
| 1Y | +15.7% | +39.2% | -23.4% | +12.3% |
| 3Y | +34.4% | +86.3% | -51.9% | +25.7% |
| 5Y | +67.3% | +76.2% | -8.9% | +55.7% |
| 10Y | +104.0% | +306.8% | -202.7% | +73.3% |
| All | +104.0% | +307.6% | -203.6% | +73.3% |
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