+210.1%
W vs ESI
+318.1%
-107.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.9% |
| 7D | +0.2% | +5.5% | -5.4% | -3.7% |
| 30D | +6.8% | -7.8% | +14.6% | +11.9% |
| 3M | +10.7% | -15.0% | +25.7% | +21.5% |
| 6M | +86.3% | -24.9% | +111.2% | +119.7% |
| YTD | +11.5% | +33.2% | -21.8% | -19.3% |
| 1Y | +5.1% | +24.9% | -19.8% | -20.3% |
| 3Y | +171.0% | +77.8% | +93.2% | +62.7% |
| 5Y | -56.6% | +37.1% | -93.8% | -68.0% |
| All | +210.1% | +318.1% | -107.9% | +9.2% |
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