+1,006.2%
TER vs ESI
+306.3%
+699.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.2% |
| 7D | -8.9% | -6.6% | -2.3% | -3.8% |
| 30D | -39.1% | -9.8% | -29.2% | -33.9% |
| 3M | -32.8% | -11.9% | -20.8% | -25.3% |
| 6M | -31.7% | -25.1% | -6.6% | -13.9% |
| YTD | +26.9% | +31.9% | -5.0% | +11.5% |
| 1Y | +33.6% | +19.2% | +14.4% | +24.7% |
| 3Y | +181.5% | +76.2% | +105.4% | +110.5% |
| 5Y | +76.1% | +39.4% | +36.7% | +48.5% |
| 10Y | +1,006.2% | +304.9% | +701.3% | +453.3% |
| All | +1,006.2% | +306.3% | +699.9% | +453.3% |
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