+590.5%
EW vs ESI
+224.6%
+365.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.5% |
| 7D | -0.3% | +3.3% | -3.7% | -1.1% |
| 30D | +1.0% | -5.9% | +6.9% | +2.2% |
| 3M | +2.8% | -14.1% | +16.9% | +5.2% |
| 6M | +5.5% | +6.6% | -1.1% | +2.0% |
| YTD | +5.5% | +45.0% | -39.6% | -5.4% |
| 1Y | +11.0% | +41.5% | -30.4% | -0.3% |
| 3Y | +17.7% | +78.8% | -61.1% | -1.8% |
| 5Y | -25.7% | +70.9% | -96.6% | -38.2% |
| 10Y | +132.8% | +317.1% | -184.3% | +54.6% |
| All | +590.5% | +224.6% | +365.9% | +357.0% |
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