+297.3%
ESI vs USFR
+28.1%
+269.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -4.6% | +0.1% | -4.8% | -4.8% |
| 30D | -10.5% | +0.4% | -10.9% | -10.8% |
| 3M | -19.8% | +1.0% | -20.8% | -20.6% |
| 6M | +5.8% | +2.0% | +3.8% | +3.6% |
| YTD | +38.3% | +2.8% | +35.5% | +34.1% |
| 1Y | +31.5% | +4.1% | +27.4% | +25.5% |
| 3Y | +80.7% | +14.1% | +66.5% | +52.5% |
| 5Y | +69.4% | +20.6% | +48.8% | +30.6% |
| All | +297.3% | +28.1% | +269.2% | +192.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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