-65.8%
BAX vs ESI
+72.3%
-138.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +0.3% |
| 7D | -1.1% | +3.3% | -4.5% | -1.9% |
| 30D | -5.5% | -5.9% | +0.4% | -4.3% |
| 3M | +33.5% | -14.1% | +47.6% | +36.5% |
| 6M | +35.9% | +6.6% | +29.3% | +28.7% |
| YTD | +35.4% | +45.0% | -9.7% | +16.4% |
| 1Y | +9.8% | +41.5% | -31.7% | -5.2% |
| 3Y | -32.7% | +78.8% | -111.5% | -47.2% |
| All | -65.8% | +72.3% | -138.2% | -73.9% |
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 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