+584.9%
XYZ vs ESI
+318.1%
+266.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.2% |
| 7D | -1.1% | +5.5% | -6.6% | -4.2% |
| 30D | +11.5% | -7.8% | +19.3% | +15.4% |
| 3M | +1.8% | -15.0% | +16.8% | +9.5% |
| 6M | +21.2% | -24.9% | +46.1% | +36.5% |
| YTD | +29.9% | +33.2% | -3.3% | -2.3% |
| 1Y | +35.8% | +24.9% | +10.8% | +5.9% |
| 3Y | +62.6% | +77.8% | -15.2% | -3.1% |
| 5Y | -62.8% | +37.1% | -99.9% | -73.2% |
| All | +584.9% | +318.1% | +266.8% | +182.3% |
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