+137.8%
EFA vs ESI
+224.6%
-86.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.5% |
| 7D | +0.6% | +3.3% | -2.7% | -0.2% |
| 30D | +0.9% | -5.9% | +6.7% | +2.1% |
| 3M | +4.9% | -14.1% | +19.0% | +7.8% |
| 6M | +8.6% | +6.6% | +2.0% | +5.5% |
| YTD | +14.6% | +45.0% | -30.4% | +3.5% |
| 1Y | +22.6% | +41.5% | -18.8% | +11.0% |
| 3Y | +66.5% | +78.8% | -12.2% | +40.4% |
| 5Y | +54.5% | +70.9% | -16.3% | +29.9% |
| 10Y | +144.8% | +317.1% | -172.3% | +65.8% |
| All | +137.8% | +224.6% | -86.8% | +67.9% |
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 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