+105.5%
B vs ESI
+36.5%
+69.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.5% |
| 7D | -7.3% | +5.5% | -12.8% | -8.5% |
| 30D | -3.3% | -7.8% | +4.4% | -1.7% |
| 3M | -7.8% | -15.0% | +7.2% | -4.5% |
| 6M | -15.5% | -24.9% | +9.4% | -10.4% |
| YTD | -12.3% | +33.2% | -45.5% | -17.7% |
| 1Y | +5.4% | +24.9% | -19.6% | -0.1% |
| 3Y | +165.5% | +77.8% | +87.8% | +134.3% |
| All | +105.5% | +36.5% | +69.0% | +72.4% |
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