+39.3%
FFIV vs ESI
+28.5%
+10.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -1.1% |
| 7D | -8.1% | -8.5% | +0.4% | -4.8% |
| 30D | -33.4% | -15.7% | -17.7% | -29.0% |
| 3M | -24.7% | -18.2% | -6.5% | -19.0% |
| 6M | -8.8% | -28.8% | +20.0% | +2.2% |
| YTD | +21.8% | +26.3% | -4.5% | +3.8% |
| 1Y | +25.3% | +18.2% | +7.1% | +9.7% |
| 3Y | +101.2% | +68.1% | +33.0% | +41.5% |
| All | +39.3% | +28.5% | +10.8% | +5.4% |
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