+292.9%
ESGU vs SPY
+299.3%
-6.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | +2.7% | +2.6% | +0.1% | +0.1% |
| 30D | -1.8% | -2.0% | +0.2% | +0.2% |
| 3M | -3.0% | -2.8% | -0.2% | -0.2% |
| 6M | +2.7% | +2.1% | +0.5% | +0.5% |
| YTD | +11.5% | +11.5% | +0.1% | +0.1% |
| 1Y | +13.3% | +13.5% | -0.2% | -0.1% |
| 3Y | +76.7% | +77.7% | -1.0% | -0.4% |
| 5Y | +64.3% | +72.6% | -8.3% | -4.6% |
| All | +292.9% | +299.3% | -6.4% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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