+357.2%
ELF vs ESI
+306.3%
+50.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | +6.3% | -6.6% | +12.9% | +9.2% |
| 30D | +8.5% | -9.8% | +18.3% | +12.6% |
| 3M | +24.4% | -11.9% | +36.4% | +29.6% |
| 6M | +94.7% | -25.1% | +119.8% | +113.0% |
| YTD | +55.9% | +31.9% | +24.0% | +28.5% |
| 1Y | +48.4% | +19.2% | +29.2% | +28.1% |
| 3Y | +24.6% | +76.2% | -51.5% | -9.3% |
| 5Y | +285.0% | +39.4% | +245.6% | +202.6% |
| 10Y | +357.2% | +304.9% | +52.3% | +133.6% |
| All | +357.2% | +306.3% | +50.9% | +133.6% |
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 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