+102.2%
FE vs ESI
+312.6%
-210.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.7% |
| 7D | -1.0% | -8.5% | +7.5% | 0.0% |
| 30D | +4.1% | -15.7% | +19.8% | +6.2% |
| 3M | -1.0% | -18.2% | +17.2% | +1.2% |
| 6M | +4.0% | -28.8% | +32.8% | +7.7% |
| YTD | +6.8% | +26.3% | -19.4% | +0.7% |
| 1Y | +5.3% | +18.2% | -12.9% | +0.1% |
| 3Y | +44.6% | +68.1% | -23.5% | +26.8% |
| 5Y | +44.2% | +28.8% | +15.4% | +30.4% |
| All | +102.2% | +312.6% | -210.4% | +46.9% |
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