+147.2%
AR vs ESI
+72.3%
+74.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.7% | -1.8% |
| 7D | +2.5% | +3.3% | -0.8% | +1.2% |
| 30D | +14.8% | -5.9% | +20.7% | +17.0% |
| 3M | +6.2% | -14.1% | +20.3% | +10.1% |
| 6M | +4.3% | +6.6% | -2.3% | -4.7% |
| YTD | +14.4% | +45.0% | -30.7% | -12.4% |
| 1Y | +21.3% | +41.5% | -20.1% | -6.4% |
| 3Y | +39.8% | +78.8% | -39.0% | -9.4% |
| All | +147.2% | +72.3% | +74.9% | +43.7% |
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