+222.6%
ESI vs UUUU
+107.9%
+114.7%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +3.9% | +1.8% | +2.1% | +3.6% |
| 30D | -3.8% | +1.8% | -5.6% | -4.3% |
| 3M | -13.1% | +1.3% | -14.4% | -13.6% |
| 6M | +11.3% | -26.8% | +38.1% | +15.2% |
| YTD | +44.1% | +0.1% | +44.0% | +39.0% |
| 1Y | +40.3% | +11.2% | +29.1% | +29.4% |
| 3Y | +84.1% | +97.7% | -13.6% | +43.7% |
| 5Y | +75.8% | +127.3% | -51.5% | +24.7% |
| 10Y | +320.7% | +532.6% | -211.9% | +92.2% |
| All | +222.6% | +107.9% | +114.7% | +68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling