+36.7%
F vs ESI
+182.6%
-145.9%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.4% |
| 7D | +1.6% | -8.5% | +10.1% | +4.5% |
| 30D | +2.6% | -15.7% | +18.3% | +8.2% |
| 3M | -8.8% | -18.2% | +9.4% | -3.3% |
| 6M | +4.6% | -28.8% | +33.5% | +15.0% |
| YTD | -1.9% | +26.3% | -28.2% | -13.9% |
| 1Y | -0.8% | +18.2% | -19.0% | -11.0% |
| 3Y | +43.5% | +68.1% | -24.6% | +11.0% |
| 5Y | -12.1% | +28.8% | -40.8% | -25.8% |
| 10Y | +83.6% | +329.8% | -246.2% | +8.7% |
| All | +36.7% | +182.6% | -145.9% | -14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling