-29.4%
EW vs ESI
+77.4%
-106.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.7% |
| 7D | -4.4% | +5.4% | -9.8% | -5.7% |
| 30D | -3.3% | -4.2% | +0.8% | -2.5% |
| 3M | +1.0% | -9.6% | +10.6% | +2.1% |
| 6M | +6.2% | +18.3% | -12.1% | -1.8% |
| YTD | +1.7% | +45.8% | -44.1% | -12.2% |
| 1Y | +8.1% | +39.2% | -31.0% | -5.9% |
| 3Y | +17.1% | +86.3% | -69.2% | -11.5% |
| 5Y | -29.4% | +76.2% | -105.6% | -45.6% |
| All | -29.4% | +77.4% | -106.8% | -45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling