+321.6%
ESI vs CAPR
-63.2%
+384.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.7% | +6.6% | -2.0% |
| 7D | +8.3% | +19.1% | -10.7% | +8.0% |
| 30D | -10.4% | +48.8% | -59.3% | -11.1% |
| 3M | -13.2% | +144.4% | -157.6% | -14.7% |
| 6M | -23.9% | -67.5% | +43.6% | -23.5% |
| YTD | +34.2% | -64.5% | +98.7% | +34.5% |
| 1Y | +22.2% | +74.4% | -52.2% | +16.0% |
| 3Y | +79.2% | +265.7% | -186.5% | +64.7% |
| 5Y | +38.1% | +196.0% | -157.8% | +26.2% |
| All | +321.6% | -63.2% | +384.7% | +274.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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