+231.7%
RF vs ESI
+323.9%
-92.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -2.2% |
| 7D | -1.3% | +1.8% | -3.2% | -2.5% |
| 30D | +4.6% | -6.6% | +11.2% | +7.2% |
| 3M | -8.4% | -9.4% | +0.9% | -5.6% |
| 6M | +8.9% | -24.1% | +33.0% | +20.0% |
| YTD | +8.8% | +37.1% | -28.3% | -17.7% |
| 1Y | +18.9% | +24.5% | -5.6% | -5.2% |
| 3Y | +116.0% | +83.2% | +32.8% | +30.8% |
| 5Y | +46.0% | +44.0% | +2.1% | +0.2% |
| 10Y | +231.7% | +332.8% | -101.1% | +14.4% |
| All | +231.7% | +323.9% | -92.1% | +14.4% |
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