+16.4%
B vs ESI
+18.3%
-1.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.6% | -5.5% | -5.9% |
| 7D | +7.1% | -6.6% | +13.7% | +9.5% |
| 30D | -3.3% | -9.8% | +6.5% | 0.0% |
| 3M | -2.5% | -11.9% | +9.4% | +1.3% |
| 6M | -7.2% | -25.1% | +17.9% | +1.6% |
| YTD | -7.4% | +31.9% | -39.3% | -19.8% |
| 1Y | +16.4% | +19.2% | -2.8% | +4.9% |
| All | +16.4% | +18.3% | -1.9% | +4.9% |
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