+684.5%
EW vs ESI
+182.6%
+501.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +0.9% |
| 7D | +11.0% | -8.5% | +19.5% | +12.9% |
| 30D | +19.1% | -15.7% | +34.7% | +23.0% |
| 3M | +14.4% | -18.2% | +32.6% | +18.5% |
| 6M | +22.8% | -28.8% | +51.6% | +29.7% |
| YTD | +19.8% | +26.3% | -6.4% | +10.0% |
| 1Y | +23.9% | +18.2% | +5.7% | +15.3% |
| 3Y | +52.2% | +68.1% | -15.9% | +27.9% |
| 5Y | -13.9% | +28.8% | -42.7% | -24.2% |
| 10Y | +241.9% | +329.8% | -88.0% | +128.3% |
| All | +684.5% | +182.6% | +501.9% | +431.4% |
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