-54.3%
S vs ESI
+68.0%
-122.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.8% | -2.5% |
| 7D | -5.8% | +5.4% | -11.2% | -8.3% |
| 30D | -9.2% | -4.2% | -5.0% | -7.3% |
| 3M | +23.4% | -9.6% | +33.0% | +26.3% |
| 6M | +36.9% | +18.3% | +18.6% | +15.9% |
| YTD | +29.5% | +45.8% | -16.3% | -5.4% |
| 1Y | +5.4% | +39.2% | -33.7% | -21.3% |
| 3Y | +14.7% | +86.3% | -71.6% | -33.4% |
| 5Y | -71.5% | +76.2% | -147.7% | -82.2% |
| All | -54.3% | +68.0% | -122.2% | -71.1% |
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 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