+1,001.8%
TER vs ESI
+323.5%
+678.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +5.1% | +7.6% | +9.3% |
| 7D | -5.8% | -3.5% | -2.3% | -2.6% |
| 30D | -38.9% | -9.3% | -29.7% | -34.0% |
| 3M | -35.1% | -12.8% | -22.3% | -27.5% |
| 6M | -31.6% | -24.6% | -7.0% | -14.1% |
| YTD | +27.2% | +32.7% | -5.5% | +11.3% |
| 1Y | +35.2% | +20.3% | +14.9% | +25.5% |
| 3Y | +192.8% | +80.2% | +112.6% | +116.1% |
| 5Y | +72.4% | +40.0% | +32.5% | +44.9% |
| 10Y | +1,001.8% | +310.8% | +691.1% | +452.1% |
| All | +1,001.8% | +323.5% | +678.4% | +452.1% |
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