+89.2%
IT vs ESI
+318.1%
-228.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | +1.1% | +5.5% | -4.4% | -0.5% |
| 30D | -1.8% | -7.8% | +5.9% | -0.3% |
| 3M | +4.8% | -15.0% | +19.8% | +8.4% |
| 6M | +33.0% | -24.9% | +57.9% | +39.4% |
| YTD | -23.8% | +33.2% | -57.1% | -37.5% |
| 1Y | -16.5% | +24.9% | -41.5% | -30.0% |
| 3Y | -53.6% | +77.8% | -131.4% | -67.5% |
| 5Y | -42.1% | +37.1% | -79.3% | -55.8% |
| All | +89.2% | +318.1% | -228.9% | -8.9% |
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