+45.2%
PL vs ESI
+73.1%
-28.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +5.1% | +9.4% | +10.8% |
| 7D | +10.9% | -3.5% | +14.3% | +14.4% |
| 30D | -16.4% | -9.3% | -7.1% | -10.0% |
| 3M | -39.9% | -12.8% | -27.2% | -33.9% |
| 6M | -63.2% | -24.6% | -38.6% | -55.1% |
| YTD | -27.1% | +32.7% | -59.9% | -42.1% |
| 1Y | +12.2% | +20.3% | -8.1% | -4.6% |
| 3Y | +584.3% | +80.2% | +504.1% | +339.8% |
| 5Y | +37.0% | +40.0% | -3.0% | -4.1% |
| All | +45.2% | +73.1% | -28.0% | +1.6% |
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