+87.9%
IT vs ESI
+321.1%
-233.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.5% |
| 7D | -3.7% | +8.3% | -12.0% | -6.0% |
| 30D | -3.1% | -10.4% | +7.3% | -0.7% |
| 3M | +6.3% | -13.2% | +19.5% | +9.2% |
| 6M | +24.8% | -23.9% | +48.6% | +30.1% |
| YTD | -24.4% | +34.2% | -58.5% | -38.1% |
| 1Y | -17.1% | +22.2% | -39.3% | -29.8% |
| 3Y | -53.6% | +79.2% | -132.9% | -67.6% |
| 5Y | -42.5% | +38.1% | -80.7% | -56.2% |
| All | +87.9% | +321.1% | -233.2% | -9.7% |
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 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