+484.0%
V vs ESI
+318.1%
+165.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +0.9% | +5.5% | -4.6% | -0.7% |
| 30D | +9.0% | -7.8% | +16.7% | +10.9% |
| 3M | +16.7% | -15.0% | +31.7% | +20.9% |
| 6M | +33.4% | -24.9% | +58.3% | +41.2% |
| YTD | +22.4% | +33.2% | -10.9% | +5.9% |
| 1Y | +27.7% | +24.9% | +2.7% | +12.6% |
| 3Y | +78.0% | +77.8% | +0.2% | +33.4% |
| 5Y | +108.5% | +37.1% | +71.4% | +67.7% |
| All | +484.0% | +318.1% | +165.9% | +199.8% |
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