+143.8%
FITB vs ESI
+77.3%
+66.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.1% | -2.6% | +1.0% |
| 7D | -1.1% | -3.5% | +2.3% | -0.3% |
| 30D | +7.3% | -9.3% | +16.6% | +10.0% |
| 3M | -4.0% | -12.8% | +8.8% | -0.7% |
| 6M | +11.9% | -24.6% | +36.5% | +19.6% |
| YTD | +19.0% | +32.7% | -13.8% | -3.1% |
| 1Y | +31.0% | +20.3% | +10.7% | +11.7% |
| 3Y | +143.8% | +80.2% | +63.6% | +47.0% |
| All | +143.8% | +77.3% | +66.5% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling