+161.1%
ET vs ESI
+307.7%
-146.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.0% |
| 7D | -1.9% | -6.6% | +4.7% | +0.3% |
| 30D | -3.1% | -9.8% | +6.8% | 0.0% |
| 3M | -3.9% | -11.9% | +8.0% | -0.7% |
| 6M | +4.0% | -25.1% | +29.1% | +11.7% |
| YTD | +26.4% | +31.9% | -5.5% | +5.9% |
| 1Y | +24.9% | +19.2% | +5.7% | +8.5% |
| 3Y | +85.2% | +76.2% | +9.0% | +29.9% |
| 5Y | +218.3% | +39.4% | +178.9% | +140.1% |
| All | +161.1% | +307.7% | -146.6% | +1.4% |
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