-53.4%
TE vs ESI
+216.2%
-269.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.5% | -2.2% | -4.1% |
| 7D | +0.9% | -2.3% | +3.2% | +2.4% |
| 30D | -16.3% | -9.0% | -7.2% | -11.5% |
| 3M | -40.8% | -13.3% | -27.5% | -33.7% |
| 6M | -42.6% | +5.3% | -47.9% | -41.9% |
| YTD | -31.4% | +37.6% | -69.1% | -40.1% |
| 1Y | +144.9% | +33.6% | +111.3% | +117.0% |
| 3Y | -26.0% | +75.8% | -101.8% | -39.7% |
| 5Y | -48.5% | +68.6% | -117.1% | -57.5% |
| All | -53.4% | +216.2% | -269.6% | -62.5% |
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