+827.4%
V vs ESI
+182.6%
+644.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.4% |
| 7D | +2.2% | -8.5% | +10.7% | +4.1% |
| 30D | +13.6% | -15.7% | +29.2% | +17.5% |
| 3M | +14.3% | -18.2% | +32.5% | +18.5% |
| 6M | +33.1% | -28.8% | +61.9% | +40.8% |
| YTD | +21.2% | +26.3% | -5.0% | +10.7% |
| 1Y | +26.4% | +18.2% | +8.2% | +17.1% |
| 3Y | +77.6% | +68.1% | +9.5% | +47.2% |
| 5Y | +102.6% | +28.8% | +73.8% | +76.4% |
| 10Y | +464.4% | +329.8% | +134.6% | +267.8% |
| All | +827.4% | +182.6% | +644.8% | +492.6% |
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