+3,653.2%
FIX vs ESI
+312.6%
+3,340.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.9% | +3.5% | +4.3% |
| 7D | -17.5% | -8.5% | -8.9% | -12.3% |
| 30D | -41.6% | -15.7% | -25.9% | -34.8% |
| 3M | -40.6% | -18.2% | -22.4% | -32.6% |
| 6M | -49.4% | -28.8% | -20.5% | -37.5% |
| YTD | +9.2% | +26.3% | -17.1% | -3.1% |
| 1Y | +6.5% | +18.2% | -11.8% | -2.0% |
| 3Y | +448.7% | +68.1% | +380.6% | +316.8% |
| 5Y | +948.7% | +28.8% | +920.0% | +790.3% |
| All | +3,653.2% | +312.6% | +3,340.6% | +1,549.4% |
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 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