-9.4%
BAX vs ESI
+182.6%
-192.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.2% |
| 7D | +12.1% | -8.5% | +20.7% | +13.8% |
| 30D | +7.6% | -15.7% | +23.3% | +10.6% |
| 3M | -4.5% | -18.2% | +13.8% | -1.6% |
| 6M | +52.0% | -28.8% | +80.9% | +59.1% |
| YTD | +35.1% | +26.3% | +8.9% | +26.0% |
| 1Y | +43.7% | +18.2% | +25.5% | +35.5% |
| 3Y | -20.9% | +68.1% | -89.0% | -30.7% |
| 5Y | -63.5% | +28.8% | -92.3% | -67.1% |
| 10Y | -36.0% | +329.8% | -365.8% | -53.6% |
| All | -9.4% | +182.6% | -192.0% | -25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling