+304.9%
ESI vs M
-3.0%
+307.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.8% |
| 7D | -6.6% | +5.0% | -11.6% | -7.9% |
| 30D | -9.8% | +10.6% | -20.5% | -12.4% |
| 3M | -11.9% | +1.6% | -13.5% | -12.8% |
| 6M | -25.1% | +30.8% | -55.9% | -30.8% |
| YTD | +31.9% | +16.9% | +15.0% | +24.8% |
| 1Y | +19.2% | +26.3% | -7.1% | +10.5% |
| 3Y | +76.2% | +158.6% | -82.4% | +29.8% |
| 5Y | +39.4% | +2.1% | +37.3% | +22.0% |
| 10Y | +304.9% | -4.3% | +309.2% | +177.7% |
| All | +304.9% | -3.0% | +307.9% | +177.7% |
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