+46.0%
FE vs ESI
+36.5%
+9.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.1% |
| 7D | +1.2% | +5.5% | -4.3% | +0.9% |
| 30D | +4.5% | -7.8% | +12.3% | +5.0% |
| 3M | +1.3% | -15.0% | +16.4% | +2.3% |
| 6M | +8.7% | -24.9% | +33.6% | +10.3% |
| YTD | +9.2% | +33.2% | -24.0% | +4.1% |
| 1Y | +7.0% | +24.9% | -18.0% | +2.6% |
| 3Y | +51.4% | +77.8% | -26.4% | +34.7% |
| All | +46.0% | +36.5% | +9.5% | +36.0% |
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 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