+53.4%
EFA vs ESI
+74.4%
-21.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | -0.5% | +3.9% | -4.4% | -1.6% |
| 30D | -1.3% | -3.8% | +2.4% | -0.4% |
| 3M | +5.2% | -13.1% | +18.3% | +8.5% |
| 6M | +9.4% | +11.3% | -2.0% | +3.5% |
| YTD | +12.7% | +44.1% | -31.4% | -2.4% |
| 1Y | +19.3% | +40.3% | -21.1% | +3.6% |
| 3Y | +66.3% | +84.1% | -17.7% | +26.4% |
| 5Y | +53.4% | +75.8% | -22.5% | +15.6% |
| All | +53.4% | +74.4% | -21.1% | +15.6% |
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