+330.7%
FFIV vs ESI
+224.6%
+106.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.4% | -1.2% |
| 7D | -1.0% | +3.3% | -4.3% | -1.9% |
| 30D | -5.1% | -5.9% | +0.8% | -3.5% |
| 3M | -4.5% | -14.1% | +9.6% | -1.0% |
| 6M | +36.5% | +6.6% | +29.9% | +32.1% |
| YTD | +53.0% | +45.0% | +7.9% | +35.6% |
| 1Y | +24.2% | +41.5% | -17.2% | +10.5% |
| 3Y | +137.2% | +78.8% | +58.4% | +95.4% |
| 5Y | +91.8% | +70.9% | +20.9% | +58.3% |
| 10Y | +215.2% | +317.1% | -101.9% | +105.1% |
| All | +330.7% | +224.6% | +106.1% | +167.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling