+151.5%
EXC vs ESI
+307.6%
-156.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.6% |
| 7D | +1.2% | +5.4% | -4.2% | +0.4% |
| 30D | -2.7% | -4.2% | +1.5% | -2.1% |
| 3M | -1.0% | -9.6% | +8.6% | -0.1% |
| 6M | -9.3% | +18.3% | -27.6% | -13.3% |
| YTD | +3.6% | +45.8% | -42.2% | -5.2% |
| 1Y | +5.9% | +39.2% | -33.2% | -2.7% |
| 3Y | +21.3% | +86.3% | -65.0% | +2.0% |
| 5Y | +46.2% | +76.2% | -30.0% | +21.7% |
| 10Y | +151.5% | +306.8% | -155.3% | +60.0% |
| All | +151.5% | +307.6% | -156.1% | +60.0% |
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 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