+203.2%
ET vs ESI
+197.1%
+6.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.2% | -1.2% |
| 7D | -4.4% | -3.5% | -1.0% | -3.3% |
| 30D | -4.8% | -9.3% | +4.5% | -1.5% |
| 3M | -3.4% | -12.8% | +9.4% | +0.7% |
| 6M | +2.2% | -24.6% | +26.8% | +10.6% |
| YTD | +24.2% | +32.7% | -8.5% | +2.0% |
| 1Y | +24.5% | +20.3% | +4.2% | +6.2% |
| 3Y | +83.6% | +80.2% | +3.4% | +24.0% |
| 5Y | +203.4% | +40.0% | +163.4% | +122.3% |
| 10Y | +166.5% | +310.8% | -144.2% | +3.1% |
| All | +203.2% | +197.1% | +6.1% | +55.1% |
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 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