+126.7%
FFIV vs ESI
+323.9%
-197.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.1% | -0.6% |
| 7D | -2.9% | +1.8% | -4.8% | -3.6% |
| 30D | -32.4% | -6.6% | -25.8% | -31.0% |
| 3M | -22.7% | -9.4% | -13.3% | -20.5% |
| 6M | -10.7% | -24.1% | +13.4% | -3.2% |
| YTD | +25.4% | +37.1% | -11.8% | +7.4% |
| 1Y | +34.2% | +24.5% | +9.6% | +18.9% |
| 3Y | +101.2% | +83.2% | +18.0% | +50.4% |
| 5Y | +42.0% | +44.0% | -2.0% | +13.6% |
| 10Y | +126.7% | +332.8% | -206.1% | +18.1% |
| All | +126.7% | +323.9% | -197.2% | +18.1% |
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