+499.2%
LOW vs ESI
+198.2%
+301.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +1.4% | +5.5% | -4.1% | 0.0% |
| 30D | +21.7% | -7.8% | +29.5% | +23.5% |
| 3M | +5.0% | -15.0% | +20.0% | +8.4% |
| 6M | +4.6% | -24.9% | +29.5% | +10.2% |
| YTD | -3.5% | +33.2% | -36.7% | -13.9% |
| 1Y | +0.5% | +24.9% | -24.4% | -8.9% |
| 3Y | +24.8% | +77.8% | -52.9% | +1.0% |
| 5Y | +6.5% | +37.1% | -30.7% | -9.2% |
| 10Y | +294.6% | +320.5% | -26.0% | +155.6% |
| All | +499.2% | +198.2% | +301.0% | +312.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling