-11.8%
BA vs ESI
+16.5%
-28.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.3% |
| 7D | +1.1% | -8.5% | +9.6% | +2.0% |
| 30D | -7.9% | -15.7% | +7.7% | -6.1% |
| 3M | -25.3% | -18.2% | -7.1% | -23.5% |
| 6M | -24.6% | -28.8% | +4.3% | -22.0% |
| YTD | -20.1% | +26.3% | -46.4% | -24.2% |
| 1Y | -11.8% | +18.2% | -30.0% | -16.1% |
| All | -11.8% | +16.5% | -28.2% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling