+285.6%
FITB vs ESI
+308.3%
-22.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | 0.0% |
| 7D | -0.4% | +3.9% | -4.3% | -2.4% |
| 30D | -5.1% | -3.8% | -1.4% | -3.5% |
| 3M | +3.5% | -13.1% | +16.7% | +8.7% |
| 6M | +17.2% | +11.3% | +5.9% | +4.6% |
| YTD | +17.6% | +44.1% | -26.5% | -11.1% |
| 1Y | +23.4% | +40.3% | -17.0% | -6.1% |
| 3Y | +129.7% | +84.1% | +45.7% | +43.0% |
| 5Y | +68.4% | +75.8% | -7.4% | +5.5% |
| 10Y | +285.6% | +320.7% | -35.1% | +43.7% |
| All | +285.6% | +308.3% | -22.6% | +43.7% |
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