+209.0%
ET vs ESI
+207.0%
+2.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -1.5% |
| 7D | +1.8% | +1.8% | -0.1% | +0.8% |
| 30D | -3.0% | -6.6% | +3.6% | -0.9% |
| 3M | -4.7% | -9.4% | +4.7% | -2.2% |
| 6M | +2.7% | -24.1% | +26.8% | +10.8% |
| YTD | +26.5% | +37.1% | -10.6% | +2.5% |
| 1Y | +25.0% | +24.5% | +0.4% | +5.1% |
| 3Y | +85.4% | +83.2% | +2.2% | +24.4% |
| 5Y | +215.5% | +44.0% | +171.6% | +128.6% |
| 10Y | +161.3% | +332.8% | -171.5% | -1.2% |
| All | +209.0% | +207.0% | +2.0% | +55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling