+72.4%
UBER vs ESI
+239.6%
-167.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.5% |
| 7D | -5.4% | -4.6% | -0.8% | -3.1% |
| 30D | -4.9% | -10.5% | +5.6% | +0.2% |
| 3M | +3.0% | -19.8% | +22.9% | +12.5% |
| 6M | -4.4% | +5.8% | -10.2% | -13.7% |
| YTD | -12.3% | +38.3% | -50.6% | -34.3% |
| 1Y | -24.3% | +31.5% | -55.8% | -42.1% |
| 3Y | +46.4% | +80.7% | -34.2% | -13.1% |
| 5Y | +79.7% | +69.4% | +10.2% | +9.8% |
| All | +72.4% | +239.6% | -167.2% | -44.9% |
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