+306.8%
ESI vs FIVE
+475.1%
-168.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +0.3% |
| 7D | +5.4% | +3.7% | +1.7% | +4.3% |
| 30D | -4.2% | +4.0% | -8.2% | -5.5% |
| 3M | -9.6% | +36.2% | -45.8% | -17.9% |
| 6M | +18.3% | +18.0% | +0.3% | +11.0% |
| YTD | +45.8% | +34.9% | +10.9% | +31.5% |
| 1Y | +39.2% | +67.9% | -28.8% | +17.4% |
| 3Y | +86.3% | +57.3% | +28.9% | +48.7% |
| 5Y | +76.2% | +39.5% | +36.7% | +40.6% |
| 10Y | +306.8% | +496.4% | -189.6% | +123.8% |
| All | +306.8% | +475.1% | -168.3% | +123.8% |
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