+145.0%
ALL vs ESI
+28.5%
+116.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.9% | -6.4% | -4.6% |
| 7D | -1.9% | -8.5% | +6.6% | -1.4% |
| 30D | +13.8% | -15.7% | +29.4% | +15.0% |
| 3M | -7.0% | -18.2% | +11.2% | -5.8% |
| 6M | +18.0% | -28.8% | +46.9% | +20.6% |
| YTD | +24.2% | +26.3% | -2.1% | +14.0% |
| 1Y | +31.2% | +18.2% | +12.9% | +21.8% |
| 3Y | +107.5% | +68.1% | +39.4% | +70.8% |
| All | +145.0% | +28.5% | +116.5% | +109.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling