+383.4%
RF vs ESI
+224.6%
+158.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -1.3% |
| 7D | +1.3% | +3.3% | -2.0% | -0.1% |
| 30D | -3.6% | -5.9% | +2.3% | -1.4% |
| 3M | +8.1% | -14.1% | +22.2% | +12.7% |
| 6M | +11.5% | +6.6% | +4.9% | +4.2% |
| YTD | +15.6% | +45.0% | -29.5% | -6.2% |
| 1Y | +15.7% | +41.5% | -25.8% | -5.7% |
| 3Y | +86.9% | +78.8% | +8.1% | +35.3% |
| 5Y | +89.8% | +70.9% | +18.9% | +38.4% |
| 10Y | +344.7% | +317.1% | +27.6% | +127.6% |
| All | +383.4% | +224.6% | +158.8% | +152.2% |
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