+141.5%
W vs ESI
+307.6%
-166.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.1% |
| 7D | +6.5% | +5.4% | +1.1% | +2.5% |
| 30D | -6.2% | -4.2% | -2.0% | -3.6% |
| 3M | +48.9% | -9.6% | +58.5% | +56.5% |
| 6M | +31.2% | +18.3% | +12.9% | +10.6% |
| YTD | -0.4% | +45.8% | -46.3% | -30.4% |
| 1Y | +14.8% | +39.2% | -24.3% | -17.5% |
| 3Y | +40.5% | +86.3% | -45.8% | -15.3% |
| 5Y | -62.1% | +76.2% | -138.3% | -75.3% |
| 10Y | +141.5% | +306.8% | -165.2% | -10.8% |
| All | +141.5% | +307.6% | -166.1% | -10.8% |
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