+3.4%
BAX vs ESI
+39.5%
-36.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.3% | -3.8% |
| 7D | -2.4% | +5.4% | -7.8% | -3.0% |
| 30D | -9.7% | -4.2% | -5.5% | -9.4% |
| 3M | +29.3% | -9.6% | +38.9% | +28.4% |
| 6M | +40.7% | +18.3% | +22.3% | +25.6% |
| YTD | +30.3% | +45.8% | -15.6% | +7.9% |
| 1Y | +3.4% | +39.2% | -35.8% | -14.1% |
| All | +3.4% | +39.5% | -36.1% | -14.1% |
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