+55.3%
O vs ESI
+308.3%
-253.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.2% |
| 7D | -2.3% | +3.9% | -6.2% | -3.1% |
| 30D | -2.4% | -3.8% | +1.3% | -1.7% |
| 3M | -0.6% | -13.1% | +12.5% | +1.5% |
| 6M | -5.0% | +11.3% | -16.3% | -9.7% |
| YTD | +10.4% | +44.1% | -33.7% | -2.7% |
| 1Y | +6.6% | +40.3% | -33.8% | -5.9% |
| 3Y | +28.4% | +84.1% | -55.7% | +1.4% |
| 5Y | +15.3% | +75.8% | -60.5% | -10.3% |
| 10Y | +55.3% | +320.7% | -265.4% | -18.3% |
| All | +55.3% | +308.3% | -253.0% | -18.3% |
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