+157.4%
ALL vs ESI
+79.8%
+77.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.3% | -1.3% |
| 7D | 0.0% | +3.3% | -3.3% | +0.1% |
| 30D | -1.5% | -5.9% | +4.4% | -1.5% |
| 3M | +23.6% | -14.1% | +37.7% | +23.4% |
| 6M | +22.3% | +6.6% | +15.8% | +20.4% |
| YTD | +26.5% | +45.0% | -18.5% | +20.5% |
| 1Y | +27.0% | +41.5% | -14.5% | +21.0% |
| All | +157.4% | +79.8% | +77.6% | +135.1% |
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