+306.8%
ESI vs M
-6.4%
+313.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.2% |
| 7D | +5.4% | +2.4% | +3.0% | +4.8% |
| 30D | -4.2% | -11.6% | +7.4% | -1.2% |
| 3M | -9.6% | +1.6% | -11.2% | -10.3% |
| 6M | +18.3% | +25.2% | -6.9% | +11.1% |
| YTD | +45.8% | +3.8% | +42.1% | +43.0% |
| 1Y | +39.2% | +36.3% | +2.8% | +27.0% |
| 3Y | +86.3% | +116.3% | -30.1% | +44.0% |
| 5Y | +76.2% | +28.2% | +48.0% | +45.9% |
| 10Y | +306.8% | -3.4% | +310.2% | +170.1% |
| All | +306.8% | -6.4% | +313.1% | +170.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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