+58.8%
T vs ESI
+306.3%
-247.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.3% | +0.7% |
| 7D | +2.6% | -6.6% | +9.2% | +3.4% |
| 30D | -1.1% | -9.8% | +8.7% | -0.1% |
| 3M | -7.7% | -11.9% | +4.2% | -6.7% |
| 6M | -10.6% | -25.1% | +14.5% | -8.2% |
| YTD | -7.5% | +31.9% | -39.4% | -14.4% |
| 1Y | -7.4% | +19.2% | -26.6% | -13.0% |
| 3Y | +63.1% | +76.2% | -13.1% | +38.2% |
| 5Y | +55.2% | +39.4% | +15.8% | +35.7% |
| 10Y | +58.8% | +304.9% | -246.1% | +10.7% |
| All | +58.8% | +306.3% | -247.5% | +10.7% |
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