+332.8%
ESI vs EL
+63.7%
+269.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +4.9% | +4.3% |
| 7D | +1.8% | +0.3% | +1.6% | +1.8% |
| 30D | -6.6% | +12.3% | -18.9% | -10.9% |
| 3M | -9.4% | +28.4% | -37.8% | -18.5% |
| 6M | -24.1% | +36.7% | -60.9% | -34.2% |
| YTD | +37.1% | +8.4% | +28.7% | +28.1% |
| 1Y | +24.5% | +25.4% | -0.9% | +9.6% |
| 3Y | +83.2% | +3.4% | +79.7% | +58.9% |
| 5Y | +44.0% | -64.8% | +108.7% | +103.5% |
| 10Y | +332.8% | +63.0% | +269.9% | +245.8% |
| All | +332.8% | +63.7% | +269.2% | +245.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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