+384.8%
V vs ESI
+308.3%
+76.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | 0.0% |
| 7D | -2.9% | +3.9% | -6.8% | -4.0% |
| 30D | +1.9% | -3.8% | +5.7% | +2.8% |
| 3M | +13.2% | -13.1% | +26.4% | +16.2% |
| 6M | +16.7% | +11.3% | +5.4% | +9.8% |
| YTD | +5.4% | +44.1% | -38.7% | -9.6% |
| 1Y | +7.7% | +40.3% | -32.7% | -7.4% |
| 3Y | +52.0% | +84.1% | -32.1% | +14.9% |
| 5Y | +67.7% | +75.8% | -8.1% | +25.8% |
| 10Y | +384.8% | +320.7% | +64.0% | +156.2% |
| All | +384.8% | +308.3% | +76.5% | +156.2% |
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