+318.5%
ESI vs FIVE
+504.2%
-185.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +5.5% | +2.7% | +2.9% | +4.7% |
| 30D | -7.8% | +12.7% | -20.4% | -11.0% |
| 3M | -15.0% | +2.1% | -17.1% | -16.0% |
| 6M | -24.9% | +17.5% | -42.4% | -29.4% |
| YTD | +33.2% | +31.0% | +2.3% | +20.7% |
| 1Y | +24.9% | +67.7% | -42.8% | +5.2% |
| 3Y | +77.8% | +43.4% | +34.4% | +45.8% |
| 5Y | +37.1% | +18.1% | +19.1% | +14.8% |
| All | +318.5% | +504.2% | -185.6% | +135.4% |
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