+1,027.6%
FIX vs ESI
+36.5%
+991.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.9% |
| 7D | +9.4% | +5.5% | +3.9% | +5.7% |
| 30D | -27.8% | -7.8% | -20.0% | -22.7% |
| 3M | -35.6% | -15.0% | -20.5% | -27.4% |
| 6M | -45.2% | -24.9% | -20.3% | -32.8% |
| YTD | +19.5% | +33.2% | -13.8% | +0.4% |
| 1Y | +24.2% | +24.9% | -0.7% | +8.6% |
| 3Y | +494.2% | +77.8% | +416.4% | +317.7% |
| All | +1,027.6% | +36.5% | +991.1% | +787.7% |
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 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