+224.6%
ESI vs FLR
-17.6%
+242.2%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.3% | +5.3% | +3.6% |
| 7D | +3.3% | +5.4% | -2.1% | +1.6% |
| 30D | -5.9% | +11.4% | -17.2% | -9.6% |
| 3M | -14.1% | +11.4% | -25.5% | -17.4% |
| 6M | +6.6% | +16.6% | -10.1% | +0.5% |
| YTD | +45.0% | +41.7% | +3.3% | +28.9% |
| 1Y | +41.5% | +35.4% | +6.0% | +26.9% |
| 3Y | +78.8% | +57.3% | +21.5% | +46.2% |
| 5Y | +70.9% | +241.0% | -170.1% | +6.7% |
| 10Y | +317.1% | +16.6% | +300.4% | +213.3% |
| All | +224.6% | -17.6% | +242.2% | +152.4% |
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