+68.4%
T vs ESI
+308.3%
-239.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.6% |
| 7D | -3.1% | +3.9% | -7.0% | -3.6% |
| 30D | +4.6% | -3.8% | +8.4% | +5.0% |
| 3M | +12.2% | -13.1% | +25.4% | +13.5% |
| 6M | -6.5% | +11.3% | -17.8% | -9.6% |
| YTD | +4.9% | +44.1% | -39.2% | -3.5% |
| 1Y | -10.5% | +40.3% | -50.8% | -17.6% |
| 3Y | +104.6% | +84.1% | +20.5% | +74.4% |
| 5Y | +64.2% | +75.8% | -11.6% | +38.4% |
| 10Y | +68.4% | +320.7% | -252.3% | +14.9% |
| All | +68.4% | +308.3% | -239.8% | +14.9% |
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