+502.6%
EWT vs ESI
+310.7%
+191.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.5% | +2.0% | -1.1% |
| 7D | -1.1% | -2.3% | +1.2% | -0.4% |
| 30D | +4.8% | -9.0% | +13.8% | +7.8% |
| 3M | +11.1% | -13.3% | +24.4% | +16.0% |
| 6M | +54.6% | +5.3% | +49.3% | +52.0% |
| YTD | +71.4% | +37.6% | +33.8% | +55.1% |
| 1Y | +82.1% | +33.6% | +48.5% | +65.7% |
| 3Y | +193.2% | +75.8% | +117.5% | +143.0% |
| 5Y | +146.1% | +68.6% | +77.5% | +102.6% |
| All | +502.6% | +310.7% | +191.9% | +287.9% |
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