+65.4%
BA vs ESI
+177.3%
-111.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.0% | +5.5% | +0.2% |
| 7D | -0.1% | -13.1% | +13.0% | +4.6% |
| 30D | -9.1% | -18.5% | +9.4% | -3.1% |
| 3M | -28.2% | -19.6% | -8.6% | -23.4% |
| 6M | -23.1% | -29.8% | +6.7% | -15.2% |
| YTD | -20.6% | +23.9% | -44.4% | -29.9% |
| 1Y | -12.7% | +15.0% | -27.7% | -21.1% |
| 3Y | -11.6% | +64.3% | -75.9% | -31.5% |
| 5Y | -23.1% | +26.3% | -49.5% | -35.4% |
| 10Y | +34.4% | +321.7% | -287.4% | -21.2% |
| All | +65.4% | +177.3% | -111.9% | +3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling