+318.5%
ESI vs FTV
+109.2%
+209.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +5.5% | +3.9% | +1.6% | +2.6% |
| 30D | -7.8% | +18.7% | -26.4% | -19.2% |
| 3M | -15.0% | +10.0% | -25.0% | -21.2% |
| 6M | -24.9% | +14.6% | -39.5% | -32.9% |
| YTD | +33.2% | +23.4% | +9.8% | +10.7% |
| 1Y | +24.9% | +31.3% | -6.4% | -1.0% |
| 3Y | +77.8% | +39.8% | +38.0% | +33.2% |
| 5Y | +37.1% | +17.7% | +19.5% | +15.9% |
| All | +318.5% | +109.2% | +209.3% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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