+29.2%
ALL vs ESI
+38.0%
-8.9%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | -0.1% |
| 7D | -2.2% | +3.9% | -6.1% | -1.6% |
| 30D | -5.6% | -3.8% | -1.8% | -6.0% |
| 3M | +17.2% | -13.1% | +30.4% | +15.2% |
| 6M | +23.2% | +11.3% | +11.9% | +23.6% |
| YTD | +23.6% | +44.1% | -20.5% | +24.4% |
| 1Y | +29.2% | +40.3% | -11.2% | +30.3% |
| All | +29.2% | +38.0% | -8.9% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling