+123.2%
UL vs ESI
+207.0%
-83.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.0% | -1.4% |
| 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% | +6.1% |
| 6M | +17.0% | -24.1% | +41.1% | +19.3% |
| YTD | +3.2% | +37.1% | -34.0% | -2.6% |
| 1Y | -1.9% | +24.5% | -26.4% | -6.4% |
| 3Y | +33.6% | +83.2% | -49.6% | +19.3% |
| 5Y | +31.5% | +44.0% | -12.5% | +19.9% |
| 10Y | +103.9% | +332.8% | -228.9% | +57.4% |
| All | +123.2% | +207.0% | -83.7% | +81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling