-26.3%
U vs ESI
+208.6%
-235.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.7% |
| 7D | +24.4% | -6.6% | +31.0% | +28.4% |
| 30D | +7.4% | -9.8% | +17.2% | +13.3% |
| 3M | +16.8% | -11.9% | +28.7% | +23.7% |
| 6M | +78.8% | -25.1% | +103.9% | +103.6% |
| YTD | +14.0% | +31.9% | -17.9% | -19.9% |
| 1Y | +16.7% | +19.2% | -2.5% | -11.2% |
| 3Y | +86.4% | +76.2% | +10.2% | -2.3% |
| 5Y | -71.5% | +39.4% | -110.9% | -83.1% |
| All | -26.3% | +208.6% | -235.0% | -53.4% |
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