+120.9%
FE vs ESI
+306.3%
-185.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.5% | -4.4% | -0.5% |
| 7D | -0.5% | -6.6% | +6.1% | +0.3% |
| 30D | +4.3% | -9.8% | +14.1% | +5.5% |
| 3M | +0.4% | -11.9% | +12.3% | +1.6% |
| 6M | +6.9% | -25.1% | +32.0% | +10.0% |
| YTD | +8.0% | +31.9% | -23.9% | +1.2% |
| 1Y | +4.8% | +19.2% | -14.4% | -0.4% |
| 3Y | +49.0% | +76.2% | -27.2% | +29.6% |
| 5Y | +46.2% | +39.4% | +6.8% | +30.5% |
| 10Y | +120.9% | +304.9% | -184.0% | +53.0% |
| All | +120.9% | +306.3% | -185.4% | +53.0% |
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