+297.3%
ESI vs BR
+189.7%
+107.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -4.6% | -3.0% | -1.7% | -3.3% |
| 30D | -10.5% | -0.3% | -10.2% | -10.7% |
| 3M | -19.8% | +17.3% | -37.1% | -27.3% |
| 6M | +5.8% | -6.7% | +12.5% | +7.5% |
| YTD | +38.3% | -23.4% | +61.7% | +55.7% |
| 1Y | +31.5% | -32.7% | +64.2% | +59.8% |
| 3Y | +80.7% | -5.9% | +86.6% | +76.5% |
| 5Y | +69.4% | +8.4% | +61.0% | +48.2% |
| All | +297.3% | +189.7% | +107.6% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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