+310.8%
ESI vs COO
+40.7%
+270.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.5% | +2.6% | +4.0% |
| 7D | -3.5% | +4.3% | -7.7% | -5.5% |
| 30D | -9.3% | +17.6% | -26.8% | -16.4% |
| 3M | -12.8% | -13.9% | +1.1% | -7.9% |
| 6M | -24.6% | +6.6% | -31.2% | -29.4% |
| YTD | +32.7% | -22.0% | +54.7% | +46.1% |
| 1Y | +20.3% | -8.8% | +29.1% | +22.3% |
| 3Y | +80.2% | -21.5% | +101.7% | +88.4% |
| 5Y | +40.0% | -41.0% | +81.0% | +67.8% |
| 10Y | +310.8% | +40.9% | +269.9% | +252.6% |
| All | +310.8% | +40.7% | +270.1% | +252.6% |
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