+46.0%
RF vs ESI
+39.6%
+6.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | +0.3% | -6.6% | +7.0% | +2.9% |
| 30D | +6.2% | -9.8% | +16.0% | +9.8% |
| 3M | -7.8% | -11.9% | +4.1% | -4.4% |
| 6M | +5.9% | -25.1% | +31.0% | +15.3% |
| YTD | +9.0% | +31.9% | -22.9% | -14.5% |
| 1Y | +19.3% | +19.2% | +0.1% | -1.3% |
| 3Y | +116.4% | +76.2% | +40.3% | +35.6% |
| 5Y | +46.0% | +39.4% | +6.6% | +8.1% |
| All | +46.0% | +39.6% | +6.5% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling