+318.5%
ESI vs INDA
+115.4%
+203.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +5.5% | +1.1% | +4.4% | +4.7% |
| 30D | -7.8% | +9.4% | -17.1% | -14.0% |
| 3M | -15.0% | +2.9% | -18.0% | -17.0% |
| 6M | -24.9% | +7.2% | -32.1% | -28.7% |
| YTD | +33.2% | -4.8% | +38.0% | +38.1% |
| 1Y | +24.9% | -5.1% | +30.0% | +29.7% |
| 3Y | +77.8% | +16.7% | +61.1% | +58.0% |
| 5Y | +37.1% | +8.8% | +28.4% | +28.6% |
| All | +318.5% | +115.4% | +203.1% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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