+829.9%
V vs ESI
+195.2%
+634.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | +0.8% | -6.6% | +7.4% | +2.2% |
| 30D | +9.9% | -9.8% | +19.8% | +12.0% |
| 3M | +17.5% | -11.9% | +29.4% | +19.8% |
| 6M | +33.5% | -25.1% | +58.5% | +39.6% |
| YTD | +21.6% | +31.9% | -10.3% | +9.9% |
| 1Y | +27.6% | +19.2% | +8.4% | +18.0% |
| 3Y | +76.4% | +76.2% | +0.2% | +44.7% |
| 5Y | +103.8% | +39.4% | +64.4% | +74.5% |
| 10Y | +455.5% | +304.9% | +150.6% | +262.8% |
| All | +829.9% | +195.2% | +634.6% | +488.4% |
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 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