+3,800.0%
FIX vs ESI
+323.5%
+3,476.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.1% | +4.3% | +6.4% |
| 7D | -7.2% | -3.5% | -3.8% | -4.4% |
| 30D | -35.1% | -9.3% | -25.9% | -30.5% |
| 3M | -34.3% | -12.8% | -21.5% | -28.1% |
| 6M | -42.9% | -24.6% | -18.3% | -31.8% |
| YTD | +19.5% | +32.7% | -13.3% | +3.1% |
| 1Y | +16.8% | +20.3% | -3.5% | +6.4% |
| 3Y | +506.7% | +80.2% | +426.5% | +344.0% |
| 5Y | +1,046.7% | +40.0% | +1,006.7% | +832.2% |
| 10Y | +3,800.0% | +310.8% | +3,489.2% | +1,648.7% |
| All | +3,800.0% | +323.5% | +3,476.5% | +1,648.7% |
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