+1,616.9%
BE vs ESI
+67.9%
+1,549.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.5% | +1.4% |
| 7D | -14.7% | -8.5% | -6.2% | -5.5% |
| 30D | -40.5% | -15.7% | -24.9% | -27.9% |
| 3M | -24.3% | -18.2% | -6.1% | -4.7% |
| 6M | -39.3% | -28.8% | -10.5% | -10.4% |
| YTD | +99.4% | +26.3% | +73.1% | +84.2% |
| 1Y | +26.6% | +18.2% | +8.4% | +24.1% |
| 3Y | +1,616.9% | +68.1% | +1,548.8% | +898.6% |
| All | +1,616.9% | +67.9% | +1,549.0% | +898.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling