-47.8%
S vs ESI
+53.4%
-101.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | +2.0% | +5.5% | -3.5% | -0.5% |
| 30D | -2.7% | -7.8% | +5.0% | +0.9% |
| 3M | -6.9% | -15.0% | +8.1% | -0.3% |
| 6M | +38.1% | -24.9% | +63.0% | +52.8% |
| YTD | +48.0% | +33.2% | +14.8% | +11.7% |
| 1Y | +34.5% | +24.9% | +9.5% | +5.2% |
| 3Y | +38.3% | +77.8% | -39.4% | -19.6% |
| 5Y | -70.9% | +37.1% | -108.0% | -81.5% |
| All | -47.8% | +53.4% | -101.2% | -65.9% |
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