+55.3%
B vs ESI
+39.5%
+15.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.0% | -1.7% |
| 7D | +2.3% | +5.4% | -3.1% | +0.4% |
| 30D | +1.4% | -4.2% | +5.5% | +2.8% |
| 3M | +12.2% | -9.6% | +21.8% | +14.6% |
| 6M | -2.1% | +18.3% | -20.4% | -9.3% |
| YTD | +2.9% | +45.8% | -42.9% | -10.1% |
| 1Y | +55.3% | +39.2% | +16.1% | +36.3% |
| All | +55.3% | +39.5% | +15.8% | +36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling