+141.2%
B vs ESI
+200.4%
-59.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.8% |
| 7D | -6.2% | +8.3% | -14.5% | -7.2% |
| 30D | -6.6% | -10.4% | +3.8% | -5.4% |
| 3M | -7.9% | -13.2% | +5.3% | -6.4% |
| 6M | -16.8% | -23.9% | +7.1% | -14.2% |
| YTD | -11.7% | +34.2% | -45.9% | -14.7% |
| 1Y | +3.5% | +22.2% | -18.7% | +0.9% |
| 3Y | +165.7% | +79.2% | +86.5% | +148.1% |
| 5Y | +108.4% | +38.1% | +70.3% | +96.8% |
| 10Y | +212.7% | +323.6% | -110.9% | +155.0% |
| All | +141.2% | +200.4% | -59.1% | +112.9% |
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 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