+225.5%
FFIV vs ESI
+307.6%
-82.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -1.5% | +5.4% | -6.9% | -3.4% |
| 30D | -2.7% | -4.2% | +1.5% | -1.2% |
| 3M | -1.7% | -9.6% | +8.0% | +0.9% |
| 6M | +36.1% | +18.3% | +17.8% | +25.4% |
| YTD | +52.6% | +45.8% | +6.8% | +29.5% |
| 1Y | +21.5% | +39.2% | -17.6% | +4.3% |
| 3Y | +142.7% | +86.3% | +56.4% | +83.2% |
| 5Y | +92.6% | +76.2% | +16.4% | +46.0% |
| 10Y | +225.5% | +306.8% | -81.3% | +83.9% |
| All | +225.5% | +307.6% | -82.1% | +83.9% |
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