+68.1%
ESI vs FIVE
+34.8%
+33.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | -8.5% | -0.3% | -8.2% | -8.5% |
| 30D | -15.7% | +17.7% | -33.3% | -18.9% |
| 3M | -18.2% | +4.0% | -22.2% | -19.4% |
| 6M | -28.8% | +2.6% | -31.5% | -30.0% |
| YTD | +26.3% | +27.6% | -1.3% | +17.3% |
| 1Y | +18.2% | +59.9% | -41.7% | +4.1% |
| 3Y | +68.1% | +35.8% | +32.3% | +30.5% |
| All | +68.1% | +34.8% | +33.3% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling