+178.2%
ESI vs USFR
+27.5%
+150.7%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +3.3% | +0.1% | +3.3% | +3.3% |
| 30D | -5.9% | +0.3% | -6.2% | -6.0% |
| 3M | -14.1% | +1.0% | -15.1% | -14.4% |
| 6M | +6.6% | +1.9% | +4.6% | +5.8% |
| YTD | +45.0% | +2.6% | +42.4% | +43.5% |
| 1Y | +41.5% | +4.0% | +37.5% | +39.2% |
| 3Y | +78.8% | +14.1% | +64.7% | +68.9% |
| 5Y | +70.9% | +20.4% | +50.5% | +57.3% |
| 10Y | +317.1% | +28.0% | +289.1% | +277.3% |
| All | +178.2% | +27.5% | +150.7% | +152.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling