-14.9%
A vs ESI
+77.4%
-92.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.2% | -2.9% |
| 7D | -2.1% | +5.4% | -7.4% | -4.0% |
| 30D | +0.6% | -4.2% | +4.8% | +2.0% |
| 3M | +10.9% | -9.6% | +20.5% | +13.1% |
| 6M | +28.2% | +18.3% | +9.8% | +13.9% |
| YTD | +8.6% | +45.8% | -37.3% | -13.1% |
| 1Y | +15.5% | +39.2% | -23.6% | -6.0% |
| 3Y | +31.8% | +86.3% | -54.5% | -9.2% |
| 5Y | -14.9% | +76.2% | -91.1% | -42.0% |
| All | -14.9% | +77.4% | -92.3% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling