+634.6%
P vs ESI
+318.1%
+316.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.5% |
| 7D | +11.6% | +5.5% | +6.1% | +8.4% |
| 30D | -23.7% | -7.8% | -15.9% | -19.5% |
| 3M | -8.0% | -15.0% | +7.0% | +1.2% |
| 6M | +27.9% | -24.9% | +52.8% | +50.1% |
| YTD | +61.2% | +33.2% | +27.9% | +37.6% |
| 1Y | +28.6% | +24.9% | +3.7% | +13.1% |
| 3Y | +200.5% | +77.8% | +122.7% | +118.8% |
| 5Y | +282.9% | +37.1% | +245.8% | +209.2% |
| All | +634.6% | +318.1% | +316.6% | +245.8% |
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