+231.1%
ED vs ESI
+182.6%
+48.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -2.4% |
| 7D | +1.6% | -8.5% | +10.2% | +1.8% |
| 30D | +13.3% | -15.7% | +29.0% | +13.7% |
| 3M | +9.7% | -18.2% | +28.0% | +10.2% |
| 6M | +12.8% | -28.8% | +41.6% | +13.5% |
| YTD | +22.3% | +26.3% | -3.9% | +20.5% |
| 1Y | +26.3% | +18.2% | +8.1% | +24.7% |
| 3Y | +45.0% | +68.1% | -23.1% | +40.2% |
| 5Y | +80.2% | +28.8% | +51.4% | +75.1% |
| 10Y | +129.9% | +329.8% | -200.0% | +114.2% |
| All | +231.1% | +182.6% | +48.5% | +214.8% |
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