+351.5%
RF vs ESI
+177.3%
+174.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.0% | +5.9% | +1.1% |
| 7D | -1.6% | -13.1% | +11.5% | +3.8% |
| 30D | +5.0% | -18.5% | +23.5% | +13.2% |
| 3M | -10.0% | -19.6% | +9.6% | -3.1% |
| 6M | +3.3% | -29.8% | +33.1% | +15.0% |
| YTD | +7.9% | +23.9% | -15.9% | -7.8% |
| 1Y | +21.2% | +15.0% | +6.3% | +6.7% |
| 3Y | +105.8% | +64.3% | +41.5% | +52.1% |
| 5Y | +43.7% | +26.3% | +17.4% | +17.1% |
| 10Y | +289.4% | +321.7% | -32.3% | +103.1% |
| All | +351.5% | +177.3% | +174.2% | +147.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling