+476.5%
V vs ESI
+321.1%
+155.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.6% |
| 7D | -0.4% | +8.3% | -8.7% | -2.6% |
| 30D | +6.3% | -10.4% | +16.7% | +9.1% |
| 3M | +17.2% | -13.2% | +30.3% | +20.6% |
| 6M | +29.2% | -23.9% | +53.1% | +36.3% |
| YTD | +20.8% | +34.2% | -13.4% | +4.4% |
| 1Y | +25.0% | +22.2% | +2.8% | +11.1% |
| 3Y | +75.3% | +79.2% | -3.9% | +31.0% |
| 5Y | +105.8% | +38.1% | +67.7% | +65.3% |
| All | +476.5% | +321.1% | +155.4% | +195.4% |
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