+449.9%
A vs ESI
+197.1%
+252.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.1% | -2.0% | +1.7% |
| 7D | +4.8% | -3.5% | +8.2% | +5.7% |
| 30D | +5.6% | -9.3% | +14.9% | +8.2% |
| 3M | +23.6% | -12.8% | +36.4% | +27.5% |
| 6M | +56.4% | -24.6% | +81.0% | +65.7% |
| YTD | +33.4% | +32.7% | +0.7% | +19.0% |
| 1Y | +23.7% | +20.3% | +3.4% | +13.3% |
| 3Y | +71.0% | +80.2% | -9.2% | +38.7% |
| 5Y | +16.8% | +40.0% | -23.1% | -0.1% |
| 10Y | +323.8% | +310.8% | +13.0% | +171.9% |
| All | +449.9% | +197.1% | +252.8% | +292.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling