+68.6%
ESI vs MKTX
-60.5%
+129.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -4.6% | -0.2% | -4.4% | -4.6% |
| 30D | -10.5% | +0.7% | -11.2% | -10.6% |
| 3M | -19.8% | +40.8% | -60.6% | -24.3% |
| 6M | +5.8% | -8.0% | +13.8% | +7.8% |
| YTD | +38.3% | -8.7% | +47.0% | +40.9% |
| 1Y | +31.5% | -11.8% | +43.4% | +34.7% |
| 3Y | +80.7% | -24.0% | +104.7% | +84.3% |
| All | +68.6% | -60.5% | +129.0% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 5y: compounded portfolio wealth divided by compounded MKTX 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…
5y analysis · Full analysis span regression · 6 months rolling