+82.9%
ED vs ESI
+28.5%
+54.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -2.4% |
| 7D | +1.6% | -8.5% | +10.2% | +1.6% |
| 30D | +13.3% | -15.7% | +29.0% | +13.3% |
| 3M | +9.7% | -18.2% | +28.0% | +9.7% |
| 6M | +12.8% | -28.8% | +41.6% | +12.9% |
| YTD | +22.3% | +26.3% | -3.9% | +19.9% |
| 1Y | +26.3% | +18.2% | +8.1% | +24.1% |
| 3Y | +45.0% | +68.1% | -23.1% | +35.3% |
| All | +82.9% | +28.5% | +54.4% | +71.7% |
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