+109.8%
FE vs ESI
+302.8%
-192.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.4% | -0.7% |
| 7D | 0.0% | -8.5% | +8.5% | +1.0% |
| 30D | +5.2% | -15.7% | +20.8% | +7.3% |
| 3M | 0.0% | -18.2% | +18.2% | +2.2% |
| 6M | +5.0% | -28.8% | +33.9% | +8.8% |
| YTD | +7.9% | +26.3% | -18.4% | +1.7% |
| 1Y | +6.3% | +18.2% | -11.9% | +1.1% |
| 3Y | +46.0% | +68.1% | -22.1% | +27.9% |
| 5Y | +45.6% | +28.8% | +16.9% | +31.6% |
| All | +109.8% | +302.8% | -192.9% | +45.4% |
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