+5,682.5%
FIX vs ESI
+177.3%
+5,505.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -8.0% | -3.6% | -8.3% |
| 7D | -27.2% | -13.1% | -14.1% | -22.5% |
| 30D | -46.9% | -18.5% | -28.4% | -41.9% |
| 3M | -44.4% | -19.6% | -24.8% | -38.9% |
| 6M | -50.9% | -29.8% | -21.1% | -42.8% |
| YTD | +3.5% | +23.9% | -20.3% | -2.5% |
| 1Y | -2.1% | +15.0% | -17.1% | -5.3% |
| 3Y | +418.7% | +64.3% | +354.4% | +346.6% |
| 5Y | +894.6% | +26.3% | +868.2% | +816.5% |
| 10Y | +3,465.5% | +321.7% | +3,143.8% | +2,331.2% |
| All | +5,682.5% | +177.3% | +5,505.3% | +4,157.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling