+197.1%
ESI vs EL
+86.4%
+110.7%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.8% | +2.3% | +4.0% |
| 7D | -3.5% | +8.0% | -11.5% | -6.4% |
| 30D | -9.3% | +15.4% | -24.7% | -14.7% |
| 3M | -12.8% | +28.5% | -41.3% | -22.3% |
| 6M | -24.6% | +32.2% | -56.8% | -34.5% |
| YTD | +32.7% | +9.2% | +23.6% | +22.7% |
| 1Y | +20.3% | +30.8% | -10.5% | +2.7% |
| 3Y | +80.2% | +3.7% | +76.5% | +54.3% |
| 5Y | +40.0% | -64.8% | +104.7% | +103.0% |
| 10Y | +310.8% | +60.0% | +250.7% | +125.5% |
| All | +197.1% | +86.4% | +110.7% | +61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling