+655.3%
P vs ESI
+323.9%
+331.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.0% | +0.5% | +2.2% |
| 7D | -4.7% | +1.8% | -6.5% | -5.1% |
| 30D | -31.4% | -6.6% | -24.8% | -28.0% |
| 3M | -2.6% | -9.4% | +6.7% | +3.4% |
| 6M | +21.9% | -24.1% | +46.1% | +42.3% |
| YTD | +58.9% | +37.1% | +21.8% | +33.6% |
| 1Y | +21.7% | +24.5% | -2.8% | +7.3% |
| 3Y | +193.3% | +83.2% | +110.2% | +110.2% |
| 5Y | +275.1% | +44.0% | +231.2% | +195.5% |
| 10Y | +655.3% | +332.8% | +322.5% | +250.2% |
| All | +655.3% | +323.9% | +331.4% | +250.2% |
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