+634.6%
XYZ vs ESI
+306.3%
+328.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.7% | -3.0% |
| 7D | +12.6% | -6.6% | +19.2% | +16.6% |
| 30D | +10.8% | -9.8% | +20.6% | +16.2% |
| 3M | +8.4% | -11.9% | +20.3% | +14.1% |
| 6M | +14.3% | -25.1% | +39.4% | +28.8% |
| YTD | +31.5% | +31.9% | -0.4% | -0.4% |
| 1Y | +28.1% | +19.2% | +8.9% | +3.2% |
| 3Y | +66.2% | +76.2% | -10.0% | -0.3% |
| 5Y | -62.3% | +39.4% | -101.7% | -73.0% |
| 10Y | +634.6% | +304.9% | +329.7% | +214.2% |
| All | +634.6% | +306.3% | +328.3% | +214.2% |
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