+330.8%
ESI vs M
-6.5%
+337.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.2% |
| 7D | +1.8% | -3.3% | +5.1% | +2.7% |
| 30D | -6.6% | +8.1% | -14.7% | -8.8% |
| 3M | -9.4% | +2.2% | -11.6% | -10.4% |
| 6M | -24.1% | +35.1% | -59.2% | -30.4% |
| YTD | +37.1% | +15.8% | +21.3% | +30.0% |
| 1Y | +24.5% | +25.8% | -1.3% | +15.5% |
| 3Y | +83.2% | +156.2% | -73.1% | +35.2% |
| 5Y | +44.0% | -2.4% | +46.3% | +27.4% |
| All | +330.8% | -6.5% | +337.3% | +195.8% |
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