+230.5%
LOW vs ESI
+330.1%
-99.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -0.6% | +3.9% | -4.5% | -2.0% |
| 30D | -9.3% | -3.8% | -5.5% | -8.3% |
| 3M | -8.1% | -13.1% | +5.1% | -5.0% |
| 6M | -19.8% | +11.3% | -31.1% | -25.6% |
| YTD | -16.4% | +44.1% | -60.5% | -30.4% |
| 1Y | -24.7% | +40.3% | -65.0% | -37.1% |
| 3Y | -8.8% | +84.1% | -92.9% | -33.7% |
| 5Y | +7.8% | +75.8% | -68.0% | -22.1% |
| All | +230.5% | +330.1% | -99.6% | +62.6% |
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