+2,229.5%
TER vs ESI
+224.6%
+2,004.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.9% | +2.5% | +4.1% |
| 7D | +0.6% | +3.3% | -2.7% | -0.9% |
| 30D | -8.3% | -5.9% | -2.4% | -5.3% |
| 3M | -12.2% | -14.1% | +1.9% | -3.7% |
| 6M | +17.1% | +6.6% | +10.5% | +16.4% |
| YTD | +84.7% | +45.0% | +39.6% | +60.2% |
| 1Y | +199.9% | +41.5% | +158.5% | +163.6% |
| 3Y | +232.8% | +78.8% | +154.0% | +168.2% |
| 5Y | +198.6% | +70.9% | +127.7% | +145.8% |
| 10Y | +1,669.7% | +317.1% | +1,352.7% | +978.5% |
| All | +2,229.5% | +224.6% | +2,004.9% | +1,399.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling