+162.4%
ALL vs ESI
+36.5%
+125.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.4% |
| 7D | +5.0% | +5.5% | -0.5% | +4.6% |
| 30D | +13.3% | -7.8% | +21.1% | +13.8% |
| 3M | +3.2% | -15.0% | +18.2% | +4.3% |
| 6M | +25.3% | -24.9% | +50.2% | +27.6% |
| YTD | +30.5% | +33.2% | -2.8% | +19.3% |
| 1Y | +29.2% | +24.9% | +4.3% | +19.5% |
| 3Y | +119.1% | +77.8% | +41.4% | +79.3% |
| All | +162.4% | +36.5% | +125.9% | +127.5% |
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