+158.6%
B vs ESI
+182.6%
-24.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.3% |
| 7D | +9.6% | -8.5% | +18.1% | +10.7% |
| 30D | +3.5% | -15.7% | +19.2% | +5.7% |
| 3M | -1.6% | -18.2% | +16.7% | +0.8% |
| 6M | -1.7% | -28.8% | +27.2% | +2.3% |
| YTD | -5.3% | +26.3% | -31.6% | -7.8% |
| 1Y | +27.2% | +18.2% | +9.0% | +24.7% |
| 3Y | +166.1% | +68.1% | +98.0% | +150.5% |
| 5Y | +136.5% | +28.8% | +107.7% | +125.3% |
| 10Y | +172.2% | +329.8% | -157.6% | +121.4% |
| All | +158.6% | +182.6% | -24.0% | +130.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling