+18.0%
BAC vs ESI
+28.5%
-10.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.3% |
| 7D | -1.2% | -8.5% | +7.3% | +1.7% |
| 30D | -7.7% | -15.7% | +8.0% | -2.5% |
| 3M | -21.2% | -18.2% | -2.9% | -16.2% |
| 6M | -6.8% | -28.8% | +22.0% | +2.3% |
| YTD | -8.7% | +26.3% | -35.0% | -23.6% |
| 1Y | -5.3% | +18.2% | -23.5% | -18.6% |
| 3Y | +87.4% | +68.1% | +19.3% | +29.4% |
| All | +18.0% | +28.5% | -10.5% | -11.6% |
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 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