+26.8%
PL vs ESI
+64.7%
-37.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.9% | +8.5% | +9.0% |
| 7D | -6.8% | -8.5% | +1.7% | -0.4% |
| 30D | -29.3% | -15.7% | -13.6% | -20.1% |
| 3M | -44.8% | -18.2% | -26.5% | -36.6% |
| 6M | -68.4% | -28.8% | -39.5% | -59.8% |
| YTD | -36.4% | +26.3% | -62.6% | -47.8% |
| 1Y | +0.7% | +18.2% | -17.5% | -13.6% |
| 3Y | +455.3% | +68.1% | +387.2% | +273.2% |
| 5Y | +22.7% | +28.8% | -6.1% | -11.3% |
| All | +26.8% | +64.7% | -37.9% | -8.3% |
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