-20.6%
BA vs ESI
+39.6%
-60.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | 0.0% | -6.6% | +6.7% | +2.3% |
| 30D | -8.9% | -9.8% | +0.9% | -6.1% |
| 3M | -25.5% | -11.9% | -13.6% | -22.9% |
| 6M | -27.0% | -25.1% | -1.9% | -20.6% |
| YTD | -20.1% | +31.9% | -52.0% | -34.5% |
| 1Y | -11.0% | +19.2% | -30.2% | -23.7% |
| 3Y | -11.8% | +76.2% | -88.0% | -42.0% |
| 5Y | -20.6% | +39.4% | -60.0% | -38.5% |
| All | -20.6% | +39.6% | -60.2% | -38.5% |
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