+155.6%
ESI vs USFR
+28.6%
+127.0%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +5.5% | +0.1% | +5.5% | +5.5% |
| 30D | -7.8% | +0.4% | -8.1% | -7.9% |
| 3M | -15.0% | +1.1% | -16.1% | -15.3% |
| 6M | -24.9% | +2.0% | -26.9% | -25.5% |
| YTD | +33.2% | +3.5% | +29.8% | +31.4% |
| 1Y | +24.9% | +4.1% | +20.9% | +23.0% |
| 3Y | +77.8% | +14.4% | +63.4% | +67.9% |
| 5Y | +37.1% | +21.4% | +15.7% | +25.8% |
| 10Y | +320.5% | +28.6% | +292.0% | +279.6% |
| All | +155.6% | +28.6% | +127.0% | +131.2% |
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 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