+42.6%
ESI vs TRU
+238.0%
-195.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.9% | +8.9% | +5.7% |
| 7D | +3.3% | -6.8% | +10.1% | +6.5% |
| 30D | -5.9% | 0.0% | -5.9% | -6.4% |
| 3M | -14.1% | +13.3% | -27.4% | -21.3% |
| 6M | +6.6% | +3.4% | +3.1% | +1.2% |
| YTD | +45.0% | -6.4% | +51.4% | +42.8% |
| 1Y | +41.5% | -9.7% | +51.1% | +40.4% |
| 3Y | +78.8% | +0.1% | +78.6% | +57.7% |
| 5Y | +70.9% | -34.0% | +104.9% | +87.7% |
| 10Y | +317.1% | +147.9% | +169.2% | +65.5% |
| All | +42.6% | +238.0% | -195.4% | -54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling