+346.5%
RF vs ESI
+316.2%
+30.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -1.6% |
| 7D | +1.3% | +3.3% | -2.0% | -0.5% |
| 30D | -3.6% | -5.9% | +2.3% | -0.9% |
| 3M | +8.1% | -14.1% | +22.2% | +13.8% |
| 6M | +11.5% | +6.6% | +4.9% | +1.5% |
| YTD | +15.6% | +45.0% | -29.5% | -13.0% |
| 1Y | +15.7% | +41.5% | -25.8% | -12.5% |
| 3Y | +86.9% | +78.8% | +8.1% | +18.9% |
| 5Y | +89.8% | +70.9% | +18.9% | +20.7% |
| All | +346.5% | +316.2% | +30.3% | +59.5% |
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