+103.9%
UL vs ESI
+323.9%
-219.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.0% | -1.5% |
| 7D | -1.7% | +1.8% | -3.5% | -2.0% |
| 30D | +4.5% | -6.6% | +11.1% | +5.0% |
| 3M | +5.5% | -9.4% | +14.8% | +6.2% |
| 6M | +17.0% | -24.1% | +41.1% | +19.8% |
| YTD | +3.2% | +37.1% | -34.0% | -4.1% |
| 1Y | -1.9% | +24.5% | -26.4% | -7.5% |
| 3Y | +33.6% | +83.2% | -49.6% | +15.2% |
| 5Y | +31.5% | +44.0% | -12.5% | +16.6% |
| 10Y | +103.9% | +332.8% | -228.9% | +47.5% |
| All | +103.9% | +323.9% | -219.9% | +47.5% |
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