-37.1%
BAX vs ESI
+307.6%
-344.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.3% | -3.9% |
| 7D | -2.4% | +5.4% | -7.8% | -3.6% |
| 30D | -9.7% | -4.2% | -5.5% | -9.0% |
| 3M | +29.3% | -9.6% | +38.9% | +30.5% |
| 6M | +40.7% | +18.3% | +22.3% | +31.9% |
| YTD | +30.3% | +45.8% | -15.6% | +15.8% |
| 1Y | +3.4% | +39.2% | -35.8% | -7.3% |
| 3Y | -32.0% | +86.3% | -118.3% | -43.9% |
| 5Y | -66.9% | +76.2% | -143.1% | -72.9% |
| 10Y | -37.1% | +306.8% | -343.8% | -57.9% |
| All | -37.1% | +307.6% | -344.7% | -57.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling