+328.1%
FITB vs ESI
+200.4%
+127.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.1% |
| 7D | +0.8% | +8.3% | -7.5% | -2.4% |
| 30D | +7.3% | -10.4% | +17.8% | +11.4% |
| 3M | -6.3% | -13.2% | +6.9% | -2.1% |
| 6M | +12.6% | -23.9% | +36.4% | +21.7% |
| YTD | +18.0% | +34.2% | -16.2% | -1.9% |
| 1Y | +28.9% | +22.2% | +6.7% | +11.3% |
| 3Y | +139.4% | +79.2% | +60.2% | +71.9% |
| 5Y | +47.2% | +38.1% | +9.1% | +16.8% |
| 10Y | +213.0% | +323.6% | -110.5% | +64.6% |
| All | +328.1% | +200.4% | +127.7% | +142.4% |
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