+238.2%
ET vs ESI
+77.4%
+160.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.1% |
| 7D | +0.4% | +5.4% | -5.0% | -0.6% |
| 30D | +6.9% | -4.2% | +11.0% | +7.6% |
| 3M | +13.1% | -9.6% | +22.7% | +14.1% |
| 6M | +18.7% | +18.3% | +0.4% | +10.7% |
| YTD | +37.4% | +45.8% | -8.4% | +20.2% |
| 1Y | +34.8% | +39.2% | -4.3% | +18.7% |
| 3Y | +96.8% | +86.3% | +10.5% | +53.5% |
| 5Y | +238.2% | +76.2% | +162.0% | +152.9% |
| All | +238.2% | +77.4% | +160.8% | +152.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling