+25.8%
ESI vs USFR
+4.0%
+21.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +8.3% | +0.1% | +8.3% | +10.1% |
| 30D | -10.4% | +0.4% | -10.8% | -0.3% |
| 3M | -13.2% | +1.0% | -14.2% | +18.0% |
| 6M | -23.9% | +2.0% | -25.9% | +42.4% |
| YTD | +34.2% | +3.4% | +30.7% | +222.1% |
| All | +25.8% | +4.0% | +21.8% | +216.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling