+284.9%
IR vs ESI
+193.0%
+91.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.9% |
| 7D | +0.6% | +5.4% | -4.8% | -2.0% |
| 30D | -13.6% | -4.2% | -9.4% | -12.0% |
| 3M | +3.7% | -9.6% | +13.3% | +7.1% |
| 6M | -13.1% | +18.3% | -31.4% | -23.1% |
| YTD | -5.1% | +45.8% | -51.0% | -25.5% |
| 1Y | -6.5% | +39.2% | -45.6% | -25.2% |
| 3Y | +8.5% | +86.3% | -77.8% | -27.3% |
| 5Y | +43.3% | +76.2% | -32.9% | -3.2% |
| All | +284.9% | +193.0% | +91.9% | +69.6% |
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