-79.9%
TE vs ESI
+208.3%
-288.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.1% | -5.4% | -6.2% |
| 7D | -13.6% | +8.3% | -21.9% | -17.8% |
| 30D | -37.7% | -10.4% | -27.2% | -32.9% |
| 3M | -59.8% | -13.2% | -46.6% | -55.9% |
| 6M | -66.3% | -23.9% | -42.5% | -59.0% |
| YTD | -70.5% | +34.2% | -104.7% | -73.6% |
| 1Y | -48.8% | +22.2% | -71.1% | -51.8% |
| 3Y | +31.3% | +79.2% | -47.9% | +7.8% |
| 5Y | -82.0% | +38.1% | -120.2% | -84.7% |
| All | -79.9% | +208.3% | -288.3% | -83.5% |
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