-33.6%
AR vs ESI
+182.6%
-216.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.6% |
| 7D | -14.3% | -8.5% | -5.7% | -11.2% |
| 30D | +1.4% | -15.7% | +17.1% | +8.0% |
| 3M | +3.4% | -18.2% | +21.6% | +10.5% |
| 6M | -2.1% | -28.8% | +26.8% | +8.2% |
| YTD | +4.7% | +26.3% | -21.6% | -12.9% |
| 1Y | +10.6% | +18.2% | -7.7% | -5.5% |
| 3Y | +24.6% | +68.1% | -43.5% | -11.2% |
| 5Y | +71.9% | +28.8% | +43.1% | +35.7% |
| 10Y | +46.4% | +329.8% | -283.5% | -27.4% |
| All | -33.6% | +182.6% | -216.2% | -62.6% |
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 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