+440.1%
A vs ESI
+207.0%
+233.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -1.6% |
| 7D | -0.1% | +1.8% | -1.9% | -0.7% |
| 30D | +3.3% | -6.6% | +9.9% | +4.9% |
| 3M | +18.5% | -9.4% | +27.9% | +20.9% |
| 6M | +59.3% | -24.1% | +83.4% | +68.6% |
| YTD | +31.0% | +37.1% | -6.1% | +15.8% |
| 1Y | +19.3% | +24.5% | -5.2% | +8.3% |
| 3Y | +66.8% | +83.2% | -16.3% | +34.7% |
| 5Y | +15.5% | +44.0% | -28.5% | -2.1% |
| 10Y | +312.3% | +332.8% | -20.5% | +161.3% |
| All | +440.1% | +207.0% | +233.1% | +281.8% |
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