+364.2%
ELF vs ESI
+323.5%
+40.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.1% | -2.4% | +0.6% |
| 7D | +7.8% | -3.5% | +11.3% | +9.2% |
| 30D | +9.3% | -9.3% | +18.5% | +13.1% |
| 3M | +21.2% | -12.8% | +34.0% | +26.8% |
| 6M | +96.1% | -24.6% | +120.7% | +113.9% |
| YTD | +57.0% | +32.7% | +24.2% | +29.1% |
| 1Y | +61.9% | +20.3% | +41.6% | +39.2% |
| 3Y | +20.0% | +80.2% | -60.2% | -13.5% |
| 5Y | +284.8% | +40.0% | +244.8% | +201.8% |
| 10Y | +364.2% | +310.8% | +53.4% | +135.7% |
| All | +364.2% | +323.5% | +40.8% | +135.7% |
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