+68.6%
ESI vs UUUU
+79.1%
-10.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.0% | +5.5% | +1.3% |
| 7D | -4.6% | -10.5% | +5.9% | -3.0% |
| 30D | -10.5% | -10.5% | 0.0% | -9.1% |
| 3M | -19.8% | -14.1% | -5.7% | -18.3% |
| 6M | +5.8% | -35.5% | +41.3% | +11.0% |
| YTD | +38.3% | -10.9% | +49.2% | +36.1% |
| 1Y | +31.5% | +3.4% | +28.2% | +22.9% |
| 3Y | +80.7% | +73.1% | +7.6% | +44.3% |
| All | +68.6% | +79.1% | -10.5% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 5y: compounded portfolio wealth divided by compounded UUUU 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…
5y analysis · Full analysis span regression · 6 months rolling