+1,877.6%
EME vs ESI
+224.6%
+1,653.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +0.7% |
| 7D | +1.9% | +3.3% | -1.4% | +0.7% |
| 30D | -8.3% | -5.9% | -2.4% | -6.4% |
| 3M | -10.7% | -14.1% | +3.3% | -6.1% |
| 6M | +1.9% | +6.6% | -4.7% | -1.0% |
| YTD | +23.5% | +45.0% | -21.6% | +8.1% |
| 1Y | +18.0% | +41.5% | -23.5% | +4.0% |
| 3Y | +236.1% | +78.8% | +157.3% | +172.2% |
| 5Y | +527.9% | +70.9% | +457.0% | +408.0% |
| 10Y | +1,252.8% | +317.1% | +935.7% | +743.3% |
| All | +1,877.6% | +224.6% | +1,653.0% | +1,170.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling