+79.8%
F vs ESI
+312.6%
-232.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.6% |
| 7D | +1.6% | -8.5% | +10.1% | +5.4% |
| 30D | +2.6% | -15.7% | +18.3% | +10.1% |
| 3M | -8.8% | -18.2% | +9.4% | -1.6% |
| 6M | +4.6% | -28.8% | +33.5% | +18.4% |
| YTD | -1.9% | +26.3% | -28.2% | -19.1% |
| 1Y | -0.8% | +18.2% | -19.0% | -15.6% |
| 3Y | +43.5% | +68.1% | -24.6% | -2.6% |
| 5Y | -12.1% | +28.8% | -40.8% | -32.3% |
| All | +79.8% | +312.6% | -232.7% | -16.2% |
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