+224.6%
ESI vs EL
+71.1%
+153.6%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | 0.0% | +1.8% |
| 7D | +3.3% | +0.8% | +2.5% | +3.0% |
| 30D | -5.9% | +19.8% | -25.7% | -13.3% |
| 3M | -14.1% | +25.7% | -39.8% | -22.8% |
| 6M | +6.6% | +5.4% | +1.1% | +1.6% |
| YTD | +45.0% | +0.2% | +44.8% | +39.6% |
| 1Y | +41.5% | +20.4% | +21.0% | +24.9% |
| 3Y | +78.8% | -32.1% | +110.9% | +87.0% |
| 5Y | +70.9% | -67.2% | +138.1% | +155.6% |
| 10Y | +317.1% | +31.7% | +285.3% | +158.5% |
| All | +224.6% | +71.1% | +153.6% | +83.4% |
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