+224.6%
ESI vs INDA
+133.8%
+90.8%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +3.0% | +3.0% |
| 7D | +3.3% | +0.7% | +2.6% | +2.8% |
| 30D | -5.9% | -0.8% | -5.1% | -5.3% |
| 3M | -14.1% | +3.9% | -18.0% | -16.4% |
| 6M | +6.6% | -0.7% | +7.3% | +7.5% |
| YTD | +45.0% | -7.7% | +52.7% | +54.3% |
| 1Y | +41.5% | -5.1% | +46.6% | +47.2% |
| 3Y | +78.8% | +13.6% | +65.1% | +62.2% |
| 5Y | +70.9% | +7.8% | +63.1% | +62.0% |
| 10Y | +317.1% | +84.6% | +232.4% | +157.7% |
| All | +224.6% | +133.8% | +90.8% | +86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling