+389.6%
BE vs ESI
+38.0%
+351.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -1.4% |
| 7D | +23.9% | +3.9% | +20.0% | +18.6% |
| 30D | +27.8% | -3.8% | +31.6% | +34.6% |
| 3M | +3.7% | -13.1% | +16.9% | +26.3% |
| 6M | +78.0% | +11.3% | +66.6% | +69.8% |
| YTD | +209.9% | +44.1% | +165.8% | +120.3% |
| 1Y | +389.6% | +40.3% | +349.3% | +263.3% |
| All | +389.6% | +38.0% | +351.6% | +263.3% |
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 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