+102.9%
EIX vs ESI
+182.6%
-79.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.7% |
| 7D | +1.0% | -8.5% | +9.5% | +2.1% |
| 30D | +9.1% | -15.7% | +24.8% | +11.3% |
| 3M | -10.2% | -18.2% | +8.0% | -8.2% |
| 6M | -11.2% | -28.8% | +17.6% | -8.1% |
| YTD | +4.5% | +26.3% | -21.8% | -0.9% |
| 1Y | +10.9% | +18.2% | -7.4% | +6.0% |
| 3Y | +8.4% | +68.1% | -59.7% | -2.4% |
| 5Y | +18.0% | +28.8% | -10.8% | +8.5% |
| 10Y | +30.3% | +329.8% | -299.6% | +4.4% |
| All | +102.9% | +182.6% | -79.7% | +70.8% |
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