+28.1%
BA vs ESI
+323.5%
-295.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | -3.0% |
| 7D | -1.7% | -3.5% | +1.7% | -0.5% |
| 30D | -9.5% | -9.3% | -0.2% | -6.2% |
| 3M | -26.5% | -12.8% | -13.7% | -22.9% |
| 6M | -27.4% | -24.6% | -2.8% | -19.9% |
| YTD | -20.6% | +32.7% | -53.3% | -36.6% |
| 1Y | -11.4% | +20.3% | -31.7% | -25.9% |
| 3Y | -10.8% | +80.2% | -91.0% | -43.3% |
| 5Y | -21.9% | +40.0% | -61.9% | -43.9% |
| 10Y | +28.1% | +310.8% | -282.6% | -49.6% |
| All | +28.1% | +323.5% | -295.3% | -49.6% |
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