+75.7%
ESI vs FIVE
+31.2%
+44.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.1% | -2.2% | +1.5% |
| 7D | +3.3% | +4.3% | -0.9% | +2.1% |
| 30D | -5.9% | +12.5% | -18.4% | -9.2% |
| 3M | -14.1% | +31.2% | -45.3% | -20.9% |
| 6M | +6.6% | +14.4% | -7.8% | +1.1% |
| YTD | +45.0% | +33.9% | +11.1% | +31.4% |
| 1Y | +41.5% | +65.1% | -23.6% | +20.4% |
| 3Y | +78.8% | +49.0% | +29.8% | +46.5% |
| All | +75.7% | +31.2% | +44.5% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling