+47.8%
AR vs ESI
+81.9%
-34.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.7% | -1.4% |
| 7D | +2.5% | +3.3% | -0.8% | +1.7% |
| 30D | +14.8% | -5.9% | +20.7% | +16.2% |
| 3M | +6.2% | -14.1% | +20.3% | +8.8% |
| 6M | +4.3% | +6.6% | -2.3% | -2.5% |
| YTD | +14.4% | +45.0% | -30.7% | -7.7% |
| 1Y | +21.3% | +41.5% | -20.1% | -1.5% |
| All | +47.8% | +81.9% | -34.1% | +6.6% |
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