+44.5%
FE vs ESI
+37.5%
+7.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.1% | +0.1% |
| 7D | -0.3% | +8.3% | -8.6% | -0.8% |
| 30D | +3.9% | -10.4% | +14.3% | +4.5% |
| 3M | -0.1% | -13.2% | +13.1% | +0.7% |
| 6M | +6.1% | -23.9% | +30.0% | +7.6% |
| YTD | +8.1% | +34.2% | -26.1% | +2.9% |
| 1Y | +4.4% | +22.2% | -17.8% | +0.4% |
| 3Y | +49.0% | +79.2% | -30.2% | +32.5% |
| All | +44.5% | +37.5% | +7.0% | +34.5% |
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