+599.5%
XYZ vs ESI
+312.6%
+286.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +0.6% |
| 7D | +12.1% | -8.5% | +20.7% | +17.4% |
| 30D | +12.4% | -15.7% | +28.0% | +22.6% |
| 3M | +8.2% | -18.2% | +26.4% | +19.0% |
| 6M | +20.7% | -28.8% | +49.5% | +40.2% |
| YTD | +31.3% | +26.3% | +5.1% | +2.1% |
| 1Y | +20.5% | +18.2% | +2.3% | -2.9% |
| 3Y | +72.6% | +68.1% | +4.5% | +6.7% |
| 5Y | -64.0% | +28.8% | -92.8% | -73.0% |
| All | +599.5% | +312.6% | +286.9% | +223.7% |
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