+3,759.0%
FIX vs ESI
+323.9%
+3,435.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.0% | +1.1% | +2.7% |
| 7D | +6.4% | +1.8% | +4.6% | +5.8% |
| 30D | -29.1% | -6.6% | -22.5% | -25.3% |
| 3M | -31.1% | -9.4% | -21.8% | -26.4% |
| 6M | -42.8% | -24.1% | -18.7% | -32.0% |
| YTD | +24.6% | +37.1% | -12.5% | +5.6% |
| 1Y | +21.9% | +24.5% | -2.6% | +8.9% |
| 3Y | +524.9% | +83.2% | +441.8% | +352.3% |
| 5Y | +1,092.2% | +44.0% | +1,048.3% | +852.8% |
| 10Y | +3,759.0% | +332.8% | +3,426.2% | +1,541.9% |
| All | +3,759.0% | +323.9% | +3,435.2% | +1,541.9% |
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