+337.2%
IR vs ESI
+169.6%
+167.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.3% |
| 7D | +4.3% | +8.3% | -4.1% | +0.2% |
| 30D | +8.1% | -10.4% | +18.5% | +13.5% |
| 3M | +0.7% | -13.2% | +13.9% | +6.7% |
| 6M | +16.6% | -23.9% | +40.5% | +29.7% |
| YTD | +7.8% | +34.2% | -26.4% | -12.6% |
| 1Y | +9.9% | +22.2% | -12.3% | -6.7% |
| 3Y | +25.2% | +79.2% | -54.0% | -15.3% |
| 5Y | +46.8% | +38.1% | +8.7% | +11.3% |
| All | +337.2% | +169.6% | +167.7% | +98.9% |
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