+66.3%
UBER vs ESI
+229.5%
-163.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.1% |
| 7D | +0.5% | +8.3% | -7.8% | -3.5% |
| 30D | -3.1% | -10.4% | +7.3% | +1.4% |
| 3M | -8.3% | -13.2% | +4.9% | -3.6% |
| 6M | -9.5% | -23.9% | +14.4% | -1.2% |
| YTD | -15.4% | +34.2% | -49.6% | -36.8% |
| 1Y | -26.1% | +22.2% | -48.4% | -41.8% |
| 3Y | +34.0% | +79.2% | -45.2% | -21.8% |
| 5Y | +53.2% | +38.1% | +15.1% | +5.1% |
| All | +66.3% | +229.5% | -163.2% | -47.0% |
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 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