+73.5%
BA vs ESI
+316.2%
-242.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | -0.6% |
| 7D | +1.2% | +3.3% | -2.2% | -0.5% |
| 30D | -11.6% | -5.9% | -5.8% | -9.3% |
| 3M | -2.4% | -14.1% | +11.7% | +2.9% |
| 6M | -6.6% | +6.6% | -13.2% | -13.4% |
| YTD | -2.2% | +45.0% | -47.3% | -23.5% |
| 1Y | -8.0% | +41.5% | -49.5% | -27.9% |
| 3Y | -5.0% | +78.8% | -83.8% | -37.2% |
| 5Y | -2.7% | +70.9% | -73.6% | -35.8% |
| All | +73.5% | +316.2% | -242.7% | -30.8% |
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