+68.6%
ESI vs TRU
-35.6%
+104.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | -4.6% | -2.7% | -1.9% | -3.7% |
| 30D | -10.5% | -2.0% | -8.5% | -10.2% |
| 3M | -19.8% | +18.4% | -38.3% | -26.3% |
| 6M | +5.8% | +8.9% | -3.1% | -0.3% |
| YTD | +38.3% | -8.9% | +47.2% | +38.7% |
| 1Y | +31.5% | -15.9% | +47.4% | +35.7% |
| 3Y | +80.7% | -1.1% | +81.8% | +69.0% |
| All | +68.6% | -35.6% | +104.2% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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