+209.8%
RF vs ESI
+321.1%
-111.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.7% | +0.6% |
| 7D | +0.4% | +8.3% | -8.0% | -3.8% |
| 30D | +5.6% | -10.4% | +16.0% | +10.5% |
| 3M | -8.9% | -13.2% | +4.3% | -3.9% |
| 6M | +7.1% | -23.9% | +31.0% | +17.7% |
| YTD | +8.3% | +34.2% | -25.9% | -17.2% |
| 1Y | +16.8% | +22.2% | -5.4% | -6.0% |
| 3Y | +115.0% | +79.2% | +35.8% | +31.6% |
| 5Y | +46.4% | +38.1% | +8.3% | +2.8% |
| All | +209.8% | +321.1% | -111.3% | +7.1% |
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