-27.5%
AR vs ESI
+224.6%
-252.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.7% | -1.9% |
| 7D | +2.5% | +3.3% | -0.8% | +1.0% |
| 30D | +14.8% | -5.9% | +20.7% | +17.2% |
| 3M | +6.2% | -14.1% | +20.3% | +10.5% |
| 6M | +4.3% | +6.6% | -2.3% | -3.7% |
| YTD | +14.4% | +45.0% | -30.7% | -9.0% |
| 1Y | +21.3% | +41.5% | -20.1% | -2.9% |
| 3Y | +39.8% | +78.8% | -39.0% | -1.5% |
| 5Y | +142.1% | +70.9% | +71.2% | +71.8% |
| 10Y | +52.0% | +317.1% | -265.0% | -25.1% |
| All | -27.5% | +224.6% | -252.1% | -61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling