+146.5%
EFA vs ESI
+318.1%
-171.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +2.2% | +5.5% | -3.3% | +0.7% |
| 30D | +1.4% | -7.8% | +9.1% | +3.3% |
| 3M | -4.2% | -15.0% | +10.9% | -0.4% |
| 6M | +1.9% | -24.9% | +26.8% | +8.7% |
| YTD | +10.2% | +33.2% | -23.0% | -1.9% |
| 1Y | +12.8% | +24.9% | -12.2% | +2.1% |
| 3Y | +65.2% | +77.8% | -12.5% | +30.7% |
| 5Y | +49.8% | +37.1% | +12.7% | +25.4% |
| All | +146.5% | +318.1% | -171.6% | +43.9% |
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