-22.1%
BA vs ESI
+28.5%
-50.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | -0.2% |
| 7D | +1.1% | -8.5% | +9.6% | +4.2% |
| 30D | -7.9% | -15.7% | +7.7% | -2.6% |
| 3M | -25.3% | -18.2% | -7.1% | -20.4% |
| 6M | -24.6% | -28.8% | +4.3% | -16.5% |
| YTD | -20.1% | +26.3% | -46.4% | -33.3% |
| 1Y | -11.8% | +18.2% | -30.0% | -24.4% |
| 3Y | -10.1% | +68.1% | -78.2% | -39.7% |
| All | -22.1% | +28.5% | -50.6% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling