+21.8%
ELF vs ESI
+84.3%
-62.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -1.8% |
| 7D | +4.3% | +1.8% | +2.4% | +3.3% |
| 30D | +7.7% | -6.6% | +14.3% | +10.2% |
| 3M | +24.7% | -9.4% | +34.1% | +28.5% |
| 6M | +114.6% | -24.1% | +138.8% | +135.6% |
| YTD | +55.8% | +37.1% | +18.7% | +12.9% |
| 1Y | +51.9% | +24.5% | +27.4% | +17.5% |
| All | +21.8% | +84.3% | -62.5% | -28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling