+1,284.9%
EME vs ESI
+310.7%
+974.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | +1.2% |
| 7D | +0.9% | -2.3% | +3.3% | +2.0% |
| 30D | -8.4% | -9.0% | +0.6% | -4.5% |
| 3M | -3.6% | -13.3% | +9.6% | +2.4% |
| 6M | +3.6% | +5.3% | -1.7% | -0.1% |
| YTD | +22.5% | +37.6% | -15.1% | +4.3% |
| 1Y | +18.2% | +33.6% | -15.4% | +1.7% |
| 3Y | +238.4% | +75.8% | +162.6% | +153.2% |
| 5Y | +550.5% | +68.6% | +481.9% | +383.2% |
| All | +1,284.9% | +310.7% | +974.1% | +611.9% |
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