+310.8%
ESI vs FIVE
+596.6%
-285.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.6% | -0.5% | +3.5% |
| 7D | -3.5% | +6.2% | -9.6% | -5.2% |
| 30D | -9.3% | +18.2% | -27.4% | -13.7% |
| 3M | -12.8% | +3.8% | -16.6% | -14.3% |
| 6M | -24.6% | +13.7% | -38.3% | -28.5% |
| YTD | +32.7% | +34.7% | -2.0% | +19.3% |
| 1Y | +20.3% | +66.6% | -46.3% | +1.5% |
| 3Y | +80.2% | +44.3% | +35.9% | +47.7% |
| 5Y | +40.0% | +18.8% | +21.2% | +17.1% |
| 10Y | +310.8% | +569.2% | -258.4% | +132.8% |
| All | +310.8% | +596.6% | -285.8% | +132.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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