+157.6%
B vs ESI
+72.3%
+85.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.2% | -2.9% |
| 7D | -1.6% | +3.3% | -4.9% | -2.4% |
| 30D | +9.4% | -5.9% | +15.3% | +10.9% |
| 3M | +5.0% | -14.1% | +19.1% | +8.2% |
| 6M | -3.5% | +6.6% | -10.1% | -5.3% |
| YTD | +4.5% | +45.0% | -40.6% | -3.2% |
| 1Y | +67.8% | +41.5% | +26.3% | +55.8% |
| 3Y | +196.7% | +78.8% | +117.9% | +163.0% |
| All | +157.6% | +72.3% | +85.3% | +119.7% |
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