-3.5%
B vs ESI
+7.2%
-10.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.2% | -3.2% |
| 7D | -1.6% | +3.3% | -4.9% | -2.7% |
| 30D | +9.4% | -5.9% | +15.3% | +11.6% |
| 3M | +5.0% | -14.1% | +19.1% | +8.9% |
| 6M | -3.5% | +6.6% | -10.1% | -7.8% |
| All | -3.5% | +7.2% | -10.7% | -7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling