+173.7%
ET vs ESI
+308.3%
-134.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.2% |
| 7D | +0.6% | +3.9% | -3.3% | -0.7% |
| 30D | +5.3% | -3.8% | +9.1% | +6.5% |
| 3M | +15.6% | -13.1% | +28.8% | +19.4% |
| 6M | +20.6% | +11.3% | +9.3% | +11.1% |
| YTD | +38.5% | +44.1% | -5.6% | +13.6% |
| 1Y | +35.7% | +40.3% | -4.6% | +11.3% |
| 3Y | +98.4% | +84.1% | +14.3% | +38.6% |
| 5Y | +245.3% | +75.8% | +169.5% | +135.8% |
| 10Y | +173.7% | +320.7% | -147.0% | +10.1% |
| All | +173.7% | +308.3% | -134.5% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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