+160.3%
ESI vs FND
+56.5%
+103.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | -4.6% | -5.8% | +1.1% | -2.7% |
| 30D | -10.5% | -20.2% | +9.7% | -3.6% |
| 3M | -19.8% | -12.0% | -7.9% | -17.4% |
| 6M | +5.8% | -18.5% | +24.3% | +11.0% |
| YTD | +38.3% | -22.3% | +60.6% | +46.7% |
| 1Y | +31.5% | -47.6% | +79.2% | +59.4% |
| 3Y | +80.7% | -49.8% | +130.4% | +113.9% |
| 5Y | +69.4% | -63.0% | +132.4% | +110.2% |
| All | +160.3% | +56.5% | +103.8% | +109.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling