+185.3%
B vs ESI
+224.6%
-39.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.2% | -2.6% |
| 7D | -1.6% | +3.3% | -4.9% | -2.0% |
| 30D | +9.4% | -5.9% | +15.3% | +10.2% |
| 3M | +5.0% | -14.1% | +19.1% | +6.8% |
| 6M | -3.5% | +6.6% | -10.1% | -4.5% |
| YTD | +4.5% | +45.0% | -40.6% | +0.1% |
| 1Y | +67.8% | +41.5% | +26.3% | +61.0% |
| 3Y | +196.7% | +78.8% | +117.9% | +176.5% |
| 5Y | +151.9% | +70.9% | +81.0% | +133.1% |
| 10Y | +202.2% | +317.1% | -114.9% | +146.7% |
| All | +185.3% | +224.6% | -39.3% | +149.7% |
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 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