-80.8%
TE vs ESI
+44.9%
-125.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.0% | -1.1% | -0.8% |
| 7D | -22.0% | +1.8% | -23.8% | -22.9% |
| 30D | -33.6% | -6.6% | -27.1% | -29.0% |
| 3M | -61.1% | -9.4% | -51.7% | -57.3% |
| 6M | -64.7% | -24.1% | -40.6% | -52.9% |
| YTD | -68.1% | +37.1% | -105.2% | -75.5% |
| 1Y | -51.7% | +24.5% | -76.2% | -59.5% |
| 3Y | +42.0% | +83.2% | -41.2% | -13.4% |
| 5Y | -80.8% | +44.0% | -124.8% | -85.5% |
| All | -80.8% | +44.9% | -125.7% | -85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling