+275.1%
ELF vs ESI
+28.5%
+246.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.9% | +3.8% | +4.8% |
| 7D | +4.0% | -8.5% | +12.5% | +8.2% |
| 30D | +10.6% | -15.7% | +26.2% | +19.0% |
| 3M | +25.8% | -18.2% | +44.1% | +36.5% |
| 6M | +89.1% | -28.8% | +117.9% | +114.1% |
| YTD | +52.7% | +26.3% | +26.5% | +19.1% |
| 1Y | +51.7% | +18.2% | +33.5% | +22.9% |
| 3Y | +14.2% | +68.1% | -53.9% | -25.4% |
| All | +275.1% | +28.5% | +246.7% | +178.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling