+271.2%
EW vs ESI
+318.1%
-46.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +4.9% | +5.5% | -0.6% | +3.4% |
| 30D | +23.9% | -7.8% | +31.7% | +26.0% |
| 3M | +15.8% | -15.0% | +30.8% | +19.8% |
| 6M | +31.7% | -24.9% | +56.5% | +39.3% |
| YTD | +25.7% | +33.2% | -7.5% | +9.9% |
| 1Y | +24.4% | +24.9% | -0.5% | +10.7% |
| 3Y | +65.9% | +77.8% | -11.9% | +27.3% |
| 5Y | -7.6% | +37.1% | -44.8% | -24.3% |
| All | +271.2% | +318.1% | -46.8% | +79.7% |
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