+63.3%
UL vs ESI
+310.7%
-247.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -0.8% |
| 7D | -4.1% | -2.3% | -1.7% | -3.8% |
| 30D | -1.2% | -9.0% | +7.9% | -0.1% |
| 3M | +6.0% | -13.3% | +19.2% | +7.1% |
| 6M | -5.5% | +5.3% | -10.8% | -7.7% |
| YTD | -3.3% | +37.6% | -40.9% | -9.6% |
| 1Y | -9.8% | +33.6% | -43.4% | -15.5% |
| 3Y | +20.1% | +75.8% | -55.6% | +5.3% |
| 5Y | +19.2% | +68.6% | -49.4% | +3.7% |
| All | +63.3% | +310.7% | -247.4% | +17.9% |
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