+24.9%
ESI vs FND
-10.3%
+35.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +10.9% | -15.6% | -6.8% |
| 7D | -6.6% | +12.3% | -18.9% | -9.1% |
| 30D | -10.9% | +14.7% | -25.7% | -13.9% |
| 3M | -13.8% | -12.0% | -1.8% | -10.8% |
| 6M | -21.5% | +10.8% | -32.3% | -25.5% |
| YTD | +34.7% | -12.3% | +47.0% | +35.6% |
| 1Y | +24.9% | -13.4% | +38.3% | +25.9% |
| All | +24.9% | -10.3% | +35.1% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling