+76.2%
ESI vs EL
-67.4%
+143.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.6% | +1.2% |
| 7D | +5.4% | +1.7% | +3.7% | +4.8% |
| 30D | -4.2% | +15.5% | -19.7% | -9.0% |
| 3M | -9.6% | +20.6% | -30.2% | -15.7% |
| 6M | +18.3% | +10.5% | +7.8% | +12.3% |
| YTD | +45.8% | -1.9% | +47.7% | +43.1% |
| 1Y | +39.2% | +16.1% | +23.1% | +28.2% |
| 3Y | +86.3% | -30.2% | +116.5% | +91.2% |
| 5Y | +76.2% | -67.4% | +143.6% | +164.5% |
| All | +76.2% | -67.4% | +143.6% | +164.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling