+2,105.4%
FIX vs ESI
+72.3%
+2,033.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | 0.0% |
| 7D | +6.0% | +3.3% | +2.7% | +3.7% |
| 30D | -7.2% | -5.9% | -1.4% | -3.4% |
| 3M | -15.9% | -14.1% | -1.8% | -6.4% |
| 6M | +12.7% | +6.6% | +6.2% | +8.8% |
| YTD | +72.8% | +45.0% | +27.8% | +36.2% |
| 1Y | +122.9% | +41.5% | +81.4% | +78.2% |
| 3Y | +774.3% | +78.8% | +695.6% | +503.4% |
| All | +2,105.4% | +72.3% | +2,033.1% | +1,340.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling