+215.9%
FITB vs ESI
+323.9%
-107.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.6% | -1.7% |
| 7D | -0.6% | +1.8% | -2.4% | -1.8% |
| 30D | +7.0% | -6.6% | +13.6% | +9.8% |
| 3M | -4.8% | -9.4% | +4.6% | -1.6% |
| 6M | +13.5% | -24.1% | +37.7% | +25.8% |
| YTD | +19.1% | +37.1% | -18.1% | -9.9% |
| 1Y | +30.8% | +24.5% | +6.2% | +4.5% |
| 3Y | +141.6% | +83.2% | +58.5% | +45.5% |
| 5Y | +48.3% | +44.0% | +4.3% | +1.8% |
| 10Y | +215.9% | +332.8% | -116.9% | +9.5% |
| All | +215.9% | +323.9% | -107.9% | +9.5% |
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 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