+320.7%
ESI vs Z
-5.7%
+326.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +3.9% | -7.1% | +11.0% | +5.5% |
| 30D | -3.8% | -4.8% | +1.0% | -3.1% |
| 3M | -13.1% | -9.3% | -3.8% | -12.3% |
| 6M | +11.3% | -29.0% | +40.3% | +18.4% |
| YTD | +44.1% | -52.9% | +97.0% | +67.0% |
| 1Y | +40.3% | -63.1% | +103.5% | +71.4% |
| 3Y | +84.1% | -36.9% | +120.9% | +92.9% |
| 5Y | +75.8% | -65.5% | +141.3% | +94.3% |
| 10Y | +320.7% | -3.9% | +324.6% | +207.3% |
| All | +320.7% | -5.7% | +326.4% | +207.3% |
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