-13.5%
F vs ESI
+44.9%
-58.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -2.0% |
| 7D | -2.1% | +1.8% | -4.0% | -3.2% |
| 30D | +3.3% | -6.6% | +9.9% | +5.5% |
| 3M | -11.3% | -9.4% | -2.0% | -8.9% |
| 6M | +5.3% | -24.1% | +29.4% | +15.9% |
| YTD | -2.2% | +37.1% | -39.4% | -24.5% |
| 1Y | -3.5% | +24.5% | -28.1% | -21.5% |
| 3Y | +49.5% | +83.2% | -33.6% | -11.4% |
| 5Y | -13.5% | +44.0% | -57.5% | -37.1% |
| All | -13.5% | +44.9% | -58.4% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling