+90.0%
IT vs ESI
+310.7%
-220.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +1.9% |
| 7D | -12.7% | -2.3% | -10.4% | -12.2% |
| 30D | -8.9% | -9.0% | +0.1% | -6.5% |
| 3M | +10.1% | -13.3% | +23.4% | +12.0% |
| 6M | +7.3% | +5.3% | +2.0% | -0.7% |
| YTD | -32.4% | +37.6% | -70.0% | -44.0% |
| 1Y | -26.6% | +33.6% | -60.2% | -38.9% |
| 3Y | -51.8% | +75.8% | -127.6% | -65.1% |
| 5Y | -45.6% | +68.6% | -114.2% | -60.6% |
| All | +90.0% | +310.7% | -220.7% | -1.7% |
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