+235.4%
ET vs ESI
+224.6%
+10.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.7% | -0.9% |
| 7D | +0.9% | +3.3% | -2.4% | -0.5% |
| 30D | +7.5% | -5.9% | +13.3% | +9.8% |
| 3M | +11.4% | -14.1% | +25.5% | +16.0% |
| 6M | +18.5% | +6.6% | +12.0% | +10.0% |
| YTD | +37.4% | +45.0% | -7.6% | +10.1% |
| 1Y | +30.9% | +41.5% | -10.5% | +4.8% |
| 3Y | +98.7% | +78.8% | +20.0% | +36.5% |
| 5Y | +230.7% | +70.9% | +159.8% | +122.1% |
| 10Y | +175.6% | +317.1% | -141.5% | +7.4% |
| All | +235.4% | +224.6% | +10.8% | +67.3% |
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