-44.9%
S vs ESI
+51.9%
-96.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | -0.1% |
| 7D | +1.4% | -6.6% | +8.0% | +4.8% |
| 30D | -10.8% | -9.8% | -1.0% | -6.5% |
| 3M | +5.4% | -11.9% | +17.3% | +10.8% |
| 6M | +41.2% | -25.1% | +66.3% | +56.3% |
| YTD | +56.2% | +31.9% | +24.3% | +18.4% |
| 1Y | +36.3% | +19.2% | +17.1% | +9.8% |
| 3Y | +49.4% | +76.2% | -26.7% | -12.8% |
| 5Y | -66.9% | +39.4% | -106.3% | -78.8% |
| All | -44.9% | +51.9% | -96.8% | -63.9% |
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