+97.9%
BAC vs ESI
+79.1%
+18.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +3.2% | +5.5% | -2.3% | +1.8% |
| 30D | -0.7% | -7.8% | +7.0% | +0.9% |
| 3M | -20.0% | -15.0% | -5.0% | -17.1% |
| 6M | +3.4% | -24.9% | +28.3% | +9.6% |
| YTD | -5.7% | +33.2% | -39.0% | -20.5% |
| 1Y | -1.4% | +24.9% | -26.4% | -14.9% |
| 3Y | +97.9% | +77.8% | +20.2% | +32.8% |
| All | +97.9% | +79.1% | +18.9% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling