+641.7%
BE vs ESI
+196.5%
+445.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.7% | -3.8% |
| 7D | -13.4% | -6.6% | -6.7% | -6.7% |
| 30D | -33.9% | -9.8% | -24.1% | -25.9% |
| 3M | -12.0% | -11.9% | 0.0% | +1.6% |
| 6M | -29.0% | -25.1% | -3.9% | -2.8% |
| YTD | +113.4% | +31.9% | +81.5% | +83.1% |
| 1Y | +33.2% | +19.2% | +14.0% | +24.8% |
| 3Y | +1,659.2% | +76.2% | +1,583.0% | +1,067.2% |
| 5Y | +461.4% | +39.4% | +422.0% | +354.2% |
| All | +641.7% | +196.5% | +445.2% | +128.5% |
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