+150.8%
ESI vs FND
+57.9%
+92.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | 0.0% |
| 7D | +5.5% | -6.8% | +12.3% | +8.0% |
| 30D | -7.8% | +8.0% | -15.7% | -11.0% |
| 3M | -15.0% | -18.9% | +3.9% | -9.9% |
| 6M | -24.9% | +4.7% | -29.6% | -28.1% |
| YTD | +33.2% | -21.6% | +54.8% | +39.5% |
| 1Y | +24.9% | -22.0% | +47.0% | +31.0% |
| 3Y | +77.8% | -40.4% | +118.2% | +97.5% |
| 5Y | +37.1% | -63.8% | +100.9% | +70.1% |
| All | +150.8% | +57.9% | +92.9% | +99.3% |
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