+226.4%
ESI vs MKTX
+181.9%
+44.6%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +5.4% | +0.4% | +5.0% | +5.3% |
| 30D | -4.2% | +1.0% | -5.2% | -4.4% |
| 3M | -9.6% | +41.3% | -50.9% | -17.4% |
| 6M | +18.3% | -11.3% | +29.7% | +20.5% |
| YTD | +45.8% | -8.6% | +54.4% | +47.2% |
| 1Y | +39.2% | -11.1% | +50.2% | +41.0% |
| 3Y | +86.3% | -24.5% | +110.8% | +90.3% |
| 5Y | +76.2% | -61.4% | +137.6% | +111.6% |
| 10Y | +306.8% | +6.8% | +299.9% | +219.6% |
| All | +226.4% | +181.9% | +44.6% | +95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling