+715.0%
P vs ESI
+307.6%
+407.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.1% | +1.3% |
| 7D | +7.8% | +5.4% | +2.5% | +5.0% |
| 30D | +12.3% | -4.2% | +16.5% | +14.8% |
| 3M | +37.1% | -9.6% | +46.7% | +44.0% |
| 6M | +66.1% | +18.3% | +47.8% | +51.0% |
| YTD | +50.9% | +45.8% | +5.1% | +22.7% |
| 1Y | +27.2% | +39.2% | -11.9% | +5.4% |
| 3Y | +158.7% | +86.3% | +72.4% | +84.1% |
| 5Y | +291.1% | +76.2% | +214.9% | +179.0% |
| 10Y | +715.0% | +306.8% | +408.2% | +284.9% |
| All | +715.0% | +307.6% | +407.4% | +284.9% |
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