+81.0%
F vs ESI
+323.5%
-242.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.1% | -4.5% | -1.7% |
| 7D | -0.6% | -3.5% | +2.8% | +0.5% |
| 30D | +2.9% | -9.3% | +12.1% | +6.6% |
| 3M | -9.5% | -12.8% | +3.3% | -5.2% |
| 6M | +4.0% | -24.6% | +28.6% | +14.6% |
| YTD | -1.3% | +32.7% | -34.0% | -20.5% |
| 1Y | -1.9% | +20.3% | -22.2% | -17.2% |
| 3Y | +53.5% | +80.2% | -26.7% | +0.6% |
| 5Y | -15.1% | +40.0% | -55.1% | -37.1% |
| 10Y | +81.0% | +310.8% | -229.8% | -17.9% |
| All | +81.0% | +323.5% | -242.5% | -17.9% |
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