+236.1%
EW vs ESI
+306.3%
-70.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.5% |
| 7D | +9.3% | -6.6% | +15.9% | +11.0% |
| 30D | +22.1% | -9.8% | +31.9% | +24.9% |
| 3M | +13.0% | -11.9% | +24.9% | +15.8% |
| 6M | +30.1% | -25.1% | +55.2% | +37.6% |
| YTD | +22.0% | +31.9% | -9.9% | +7.0% |
| 1Y | +23.7% | +19.2% | +4.5% | +11.7% |
| 3Y | +62.0% | +76.2% | -14.2% | +24.6% |
| 5Y | -12.4% | +39.4% | -51.8% | -28.6% |
| 10Y | +236.1% | +304.9% | -68.8% | +60.9% |
| All | +236.1% | +306.3% | -70.2% | +60.9% |
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 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