-2.4%
BAC vs ESI
+22.6%
-25.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.1% |
| 7D | +1.5% | +8.3% | -6.8% | +0.6% |
| 30D | -6.4% | -10.4% | +4.0% | -5.5% |
| 3M | -21.7% | -13.2% | -8.5% | -20.8% |
| 6M | +0.5% | -23.9% | +24.4% | +2.4% |
| YTD | -6.7% | +34.2% | -40.9% | -16.0% |
| All | -2.4% | +22.6% | -25.0% | -11.0% |
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