+332.8%
ESI vs Z
-14.8%
+347.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.6% |
| 7D | +1.8% | -13.1% | +14.9% | +4.9% |
| 30D | -6.6% | +5.9% | -12.4% | -8.5% |
| 3M | -9.4% | -13.7% | +4.3% | -7.9% |
| 6M | -24.1% | -27.1% | +3.0% | -20.5% |
| YTD | +37.1% | -56.8% | +93.9% | +60.1% |
| 1Y | +24.5% | -60.2% | +84.8% | +48.1% |
| 3Y | +83.2% | -19.7% | +102.9% | +80.6% |
| 5Y | +44.0% | -53.7% | +97.6% | +51.8% |
| 10Y | +332.8% | -16.9% | +349.7% | +227.5% |
| All | +332.8% | -14.8% | +347.6% | +227.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling