+301.7%
ELF vs ESI
+318.1%
-16.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +4.2% |
| 7D | +1.6% | +5.5% | -3.9% | -0.7% |
| 30D | +9.1% | -7.8% | +16.9% | +12.2% |
| 3M | +28.2% | -15.0% | +43.2% | +35.6% |
| 6M | +119.5% | -24.9% | +144.4% | +140.3% |
| YTD | +55.2% | +33.2% | +21.9% | +27.3% |
| 1Y | +58.6% | +24.9% | +33.7% | +33.8% |
| 3Y | +21.3% | +77.8% | -56.5% | -12.2% |
| 5Y | +276.2% | +37.1% | +239.1% | +197.0% |
| All | +301.7% | +318.1% | -16.4% | +87.5% |
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