+67.6%
UBER vs ESI
+227.1%
-159.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.2% |
| 7D | +1.6% | +5.5% | -3.9% | -1.1% |
| 30D | +0.6% | -7.8% | +8.3% | +3.6% |
| 3M | -8.2% | -15.0% | +6.9% | -2.4% |
| 6M | -6.7% | -24.9% | +18.2% | +2.6% |
| YTD | -14.7% | +33.2% | -47.9% | -36.0% |
| 1Y | -24.1% | +24.9% | -49.0% | -41.1% |
| 3Y | +33.4% | +77.8% | -44.3% | -21.8% |
| 5Y | +54.5% | +37.1% | +17.3% | +6.4% |
| All | +67.6% | +227.1% | -159.5% | -46.3% |
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