-11.9%
BA vs ESI
+21.7%
-33.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -1.1% | +5.5% | -6.6% | -1.7% |
| 30D | -7.1% | -7.8% | +0.6% | -6.3% |
| 3M | -25.5% | -15.0% | -10.5% | -24.0% |
| 6M | -28.7% | -24.9% | -3.8% | -26.7% |
| YTD | -21.0% | +33.2% | -54.2% | -25.9% |
| 1Y | -11.9% | +24.9% | -36.8% | -16.9% |
| All | -11.9% | +21.7% | -33.6% | -16.9% |
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