+338.4%
RMD vs ESI
+306.3%
+32.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +3.1% | -6.6% | +9.7% | +4.4% |
| 30D | +1.8% | -9.8% | +11.6% | +3.7% |
| 3M | +6.7% | -11.9% | +18.6% | +8.8% |
| 6M | +13.9% | -25.1% | +39.0% | +19.1% |
| YTD | -2.0% | +31.9% | -33.9% | -12.9% |
| 1Y | -5.4% | +19.2% | -24.6% | -13.7% |
| 3Y | +67.4% | +76.2% | -8.8% | +34.8% |
| 5Y | -5.7% | +39.4% | -45.1% | -20.9% |
| 10Y | +338.4% | +304.9% | +33.5% | +161.5% |
| All | +338.4% | +306.3% | +32.1% | +161.5% |
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