+306.8%
ESI vs COO
+43.7%
+263.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.9% |
| 7D | +5.4% | -2.3% | +7.7% | +6.5% |
| 30D | -4.2% | -8.8% | +4.6% | -0.2% |
| 3M | -9.6% | +1.3% | -11.0% | -11.2% |
| 6M | +18.3% | -11.6% | +29.9% | +23.8% |
| YTD | +45.8% | -17.4% | +63.2% | +58.4% |
| 1Y | +39.2% | -1.6% | +40.8% | +37.7% |
| 3Y | +86.3% | -22.6% | +108.9% | +99.6% |
| 5Y | +76.2% | -40.3% | +116.6% | +113.6% |
| 10Y | +306.8% | +45.2% | +261.6% | +218.4% |
| All | +306.8% | +43.7% | +263.0% | +218.4% |
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