-33.1%
BAX vs ESI
+318.1%
-351.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +0.1% | +5.5% | -5.4% | -1.1% |
| 30D | +4.1% | -7.8% | +11.8% | +5.6% |
| 3M | -4.5% | -15.0% | +10.5% | -1.8% |
| 6M | +49.2% | -24.9% | +74.1% | +56.1% |
| YTD | +35.2% | +33.2% | +2.0% | +21.6% |
| 1Y | +38.3% | +24.9% | +13.3% | +26.1% |
| 3Y | -19.0% | +77.8% | -96.8% | -33.2% |
| 5Y | -64.2% | +37.1% | -101.3% | -69.3% |
| All | -33.1% | +318.1% | -351.2% | -53.3% |
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