+555.7%
EME vs ESI
+73.8%
+481.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.3% | -1.9% |
| 7D | +2.7% | +3.9% | -1.2% | +0.9% |
| 30D | -6.8% | -3.8% | -3.0% | -5.1% |
| 3M | -8.8% | -13.1% | +4.3% | -2.8% |
| 6M | +5.0% | +11.3% | -6.3% | -1.6% |
| YTD | +23.5% | +44.1% | -20.6% | +1.5% |
| 1Y | +21.3% | +40.3% | -19.0% | +0.8% |
| 3Y | +241.1% | +84.1% | +157.0% | +143.8% |
| All | +555.7% | +73.8% | +481.9% | +355.3% |
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