+67.3%
F vs ESI
+318.1%
-250.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | -3.1% | +5.5% | -8.6% | -5.6% |
| 30D | 0.0% | -7.8% | +7.8% | +2.8% |
| 3M | -13.2% | -15.0% | +1.8% | -8.0% |
| 6M | -10.2% | -24.9% | +14.7% | -0.8% |
| YTD | -4.9% | +33.2% | -38.2% | -23.7% |
| 1Y | -6.1% | +24.9% | -31.0% | -22.3% |
| 3Y | +46.0% | +77.8% | -31.8% | -3.7% |
| 5Y | -15.7% | +37.1% | -52.8% | -36.9% |
| All | +67.3% | +318.1% | -250.7% | -29.3% |
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