+332.2%
FITB vs ESI
+224.6%
+107.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -1.4% |
| 7D | +0.6% | +3.3% | -2.7% | -0.8% |
| 30D | -4.7% | -5.9% | +1.1% | -2.6% |
| 3M | +6.7% | -14.1% | +20.8% | +11.4% |
| 6M | +12.6% | +6.6% | +6.0% | +5.6% |
| YTD | +19.1% | +45.0% | -25.9% | -2.9% |
| 1Y | +22.6% | +41.5% | -18.8% | +0.5% |
| 3Y | +127.1% | +78.8% | +48.4% | +65.3% |
| 5Y | +71.8% | +70.9% | +0.9% | +26.4% |
| 10Y | +287.2% | +317.1% | -29.9% | +102.6% |
| All | +332.2% | +224.6% | +107.6% | +140.0% |
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 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