+321.6%
ESI vs COO
+40.1%
+281.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -1.0% | -1.6% |
| 7D | +8.3% | -2.1% | +10.4% | +9.4% |
| 30D | -10.4% | +13.9% | -24.4% | -16.3% |
| 3M | -13.2% | -18.9% | +5.8% | -5.6% |
| 6M | -23.9% | +3.7% | -27.6% | -27.8% |
| YTD | +34.2% | -24.1% | +58.3% | +49.6% |
| 1Y | +22.2% | -14.2% | +36.4% | +27.9% |
| 3Y | +79.2% | -24.5% | +103.7% | +90.9% |
| 5Y | +38.1% | -40.4% | +78.6% | +64.7% |
| All | +321.6% | +40.1% | +281.5% | +262.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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