+119.1%
ALL vs ESI
+79.1%
+40.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.3% |
| 7D | +5.0% | +5.5% | -0.5% | +5.3% |
| 30D | +13.3% | -7.8% | +21.1% | +13.1% |
| 3M | +3.2% | -15.0% | +18.2% | +2.9% |
| 6M | +25.3% | -24.9% | +50.2% | +25.1% |
| YTD | +30.5% | +33.2% | -2.8% | +24.4% |
| 1Y | +29.2% | +24.9% | +4.3% | +24.0% |
| 3Y | +119.1% | +77.8% | +41.4% | +100.9% |
| All | +119.1% | +79.1% | +40.1% | +100.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling