+1,744.2%
TER vs ESI
+307.6%
+1,436.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.7% | +3.9% |
| 7D | +11.0% | +5.4% | +5.6% | +7.4% |
| 30D | -1.9% | -4.2% | +2.3% | +1.2% |
| 3M | -0.7% | -9.6% | +8.9% | +8.5% |
| 6M | +36.4% | +18.3% | +18.0% | +25.9% |
| YTD | +92.4% | +45.8% | +46.6% | +56.6% |
| 1Y | +213.5% | +39.2% | +174.4% | +162.6% |
| 3Y | +277.2% | +86.3% | +191.0% | +168.8% |
| 5Y | +219.1% | +76.2% | +142.9% | +134.5% |
| 10Y | +1,744.2% | +306.8% | +1,437.5% | +827.6% |
| All | +1,744.2% | +307.6% | +1,436.6% | +827.6% |
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