+318.5%
ESI vs FLR
+7.4%
+311.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | +5.5% | +5.4% | +0.1% | +4.0% |
| 30D | -7.8% | +2.8% | -10.6% | -8.3% |
| 3M | -15.0% | -6.4% | -8.6% | -13.4% |
| 6M | -24.9% | +8.8% | -33.7% | -26.9% |
| YTD | +33.2% | +23.6% | +9.6% | +24.6% |
| 1Y | +24.9% | +13.8% | +11.1% | +19.4% |
| 3Y | +77.8% | +36.5% | +41.3% | +55.2% |
| 5Y | +37.1% | +119.3% | -82.2% | +3.1% |
| All | +318.5% | +7.4% | +311.2% | +208.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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