+89.5%
RSG vs ESI
+66.0%
+23.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | -0.4% |
| 7D | -1.8% | -2.3% | +0.5% | -1.7% |
| 30D | +2.8% | -9.0% | +11.8% | +3.2% |
| 3M | +4.3% | -13.3% | +17.6% | +4.5% |
| 6M | -0.5% | +5.3% | -5.8% | -2.6% |
| YTD | +5.2% | +37.6% | -32.4% | -0.3% |
| 1Y | -2.1% | +33.6% | -35.7% | -7.3% |
| 3Y | +56.5% | +75.8% | -19.3% | +39.4% |
| 5Y | +89.5% | +68.6% | +20.9% | +66.2% |
| All | +89.5% | +66.0% | +23.5% | +66.2% |
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 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