+82.5%
UBER vs ESI
+77.4%
+5.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.0% | -3.7% |
| 7D | -2.8% | +5.4% | -8.2% | -5.1% |
| 30D | -2.5% | -4.2% | +1.7% | -1.2% |
| 3M | +4.4% | -9.6% | +14.0% | +6.1% |
| 6M | -2.7% | +18.3% | -21.0% | -16.5% |
| YTD | -10.5% | +45.8% | -56.3% | -33.5% |
| 1Y | -22.5% | +39.2% | -61.7% | -41.4% |
| 3Y | +54.8% | +86.3% | -31.5% | -8.6% |
| 5Y | +82.5% | +76.2% | +6.3% | +17.8% |
| All | +82.5% | +77.4% | +5.1% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling