+293.0%
LOW vs ESI
+318.1%
-25.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | +1.4% | +5.5% | -4.1% | -0.5% |
| 30D | +21.7% | -7.8% | +29.5% | +24.1% |
| 3M | +5.0% | -15.0% | +20.0% | +9.7% |
| 6M | +4.6% | -24.9% | +29.5% | +12.3% |
| YTD | -3.5% | +33.2% | -36.7% | -18.9% |
| 1Y | +0.5% | +24.9% | -24.4% | -13.6% |
| 3Y | +24.8% | +77.8% | -52.9% | -10.5% |
| 5Y | +6.5% | +37.1% | -30.7% | -17.0% |
| All | +293.0% | +318.1% | -25.1% | +90.9% |
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