+243.6%
W vs ESI
+323.5%
-79.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.1% | -0.5% | +0.9% |
| 7D | +3.3% | -3.5% | +6.8% | +5.4% |
| 30D | +10.5% | -9.3% | +19.8% | +17.2% |
| 3M | +9.6% | -12.8% | +22.4% | +18.0% |
| 6M | +76.4% | -24.6% | +101.0% | +106.9% |
| YTD | +16.4% | +32.7% | -16.3% | -15.5% |
| 1Y | +9.3% | +20.3% | -11.0% | -14.5% |
| 3Y | +172.8% | +80.2% | +92.6% | +62.3% |
| 5Y | -53.4% | +40.0% | -93.3% | -65.9% |
| 10Y | +243.6% | +310.8% | -67.1% | +22.7% |
| All | +243.6% | +323.5% | -79.8% | +22.7% |
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