+208.9%
W vs ESI
+321.1%
-112.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.4% | -1.0% |
| 7D | -1.7% | +8.3% | -10.0% | -7.3% |
| 30D | +3.2% | -10.4% | +13.7% | +10.5% |
| 3M | +8.3% | -13.2% | +21.5% | +17.0% |
| 6M | +84.3% | -23.9% | +108.2% | +115.1% |
| YTD | +11.0% | +34.2% | -23.2% | -20.0% |
| 1Y | -0.2% | +22.2% | -22.4% | -22.9% |
| 3Y | +157.9% | +79.2% | +78.7% | +54.0% |
| 5Y | -56.8% | +38.1% | -94.9% | -68.3% |
| All | +208.9% | +321.1% | -112.2% | +8.2% |
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