+26.8%
BA vs ESI
+323.9%
-297.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | -1.2% |
| 7D | -1.4% | +1.8% | -3.2% | -2.5% |
| 30D | -7.9% | -6.6% | -1.3% | -5.9% |
| 3M | -25.2% | -9.4% | -15.8% | -23.0% |
| 6M | -26.7% | -24.1% | -2.6% | -19.4% |
| YTD | -19.6% | +37.1% | -56.7% | -36.9% |
| 1Y | -10.6% | +24.5% | -35.1% | -26.5% |
| 3Y | -11.2% | +83.2% | -94.4% | -44.0% |
| 5Y | -20.4% | +44.0% | -64.4% | -43.6% |
| 10Y | +26.8% | +332.8% | -306.1% | -51.2% |
| All | +26.8% | +323.9% | -297.1% | -51.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling