+23.3%
BA vs ESI
+318.1%
-294.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | -1.1% | +5.5% | -6.6% | -3.7% |
| 30D | -7.1% | -7.8% | +0.6% | -4.5% |
| 3M | -25.5% | -15.0% | -10.5% | -21.0% |
| 6M | -28.7% | -24.9% | -3.8% | -21.2% |
| YTD | -21.0% | +33.2% | -54.2% | -37.1% |
| 1Y | -11.9% | +24.9% | -36.8% | -27.8% |
| 3Y | -16.2% | +77.8% | -93.9% | -46.3% |
| 5Y | -22.4% | +37.1% | -59.5% | -43.6% |
| All | +23.3% | +318.1% | -294.7% | -52.0% |
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 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