+338.7%
ELF vs ESI
+323.9%
+14.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -1.7% |
| 7D | +4.3% | +1.8% | +2.4% | +3.3% |
| 30D | +7.7% | -6.6% | +14.3% | +10.1% |
| 3M | +24.7% | -9.4% | +34.1% | +28.3% |
| 6M | +114.6% | -24.1% | +138.8% | +134.0% |
| YTD | +55.8% | +37.1% | +18.7% | +26.2% |
| 1Y | +51.9% | +24.5% | +27.4% | +28.6% |
| 3Y | +24.6% | +83.2% | -58.6% | -10.9% |
| 5Y | +279.2% | +44.0% | +235.2% | +193.5% |
| 10Y | +338.7% | +332.8% | +5.9% | +105.0% |
| All | +338.7% | +323.9% | +14.9% | +105.0% |
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