+21.4%
UL vs ESI
+77.4%
-56.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -1.3% | +5.4% | -6.7% | -1.7% |
| 30D | +0.9% | -4.2% | +5.1% | +1.2% |
| 3M | +14.2% | -9.6% | +23.8% | +14.5% |
| 6M | -3.2% | +18.3% | -21.5% | -6.6% |
| YTD | -0.3% | +45.8% | -46.2% | -6.7% |
| 1Y | -8.8% | +39.2% | -47.9% | -14.2% |
| 3Y | +23.9% | +86.3% | -62.4% | +7.5% |
| 5Y | +21.4% | +76.2% | -54.9% | +5.7% |
| All | +21.4% | +77.4% | -56.1% | +5.7% |
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