+200.4%
ESI vs FLR
-27.3%
+227.7%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | 0.0% | -1.5% |
| 7D | +8.3% | +10.1% | -1.8% | +5.2% |
| 30D | -10.4% | -0.5% | -10.0% | -10.1% |
| 3M | -13.2% | -4.8% | -8.3% | -11.8% |
| 6M | -23.9% | +10.7% | -34.6% | -26.6% |
| YTD | +34.2% | +25.0% | +9.2% | +24.0% |
| 1Y | +22.2% | +8.3% | +13.9% | +17.8% |
| 3Y | +79.2% | +36.8% | +42.4% | +53.3% |
| 5Y | +38.1% | +121.8% | -83.6% | -1.0% |
| 10Y | +323.6% | +9.2% | +314.4% | +223.9% |
| All | +200.4% | -27.3% | +227.7% | +142.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling