+1,580.2%
BE vs ESI
+81.9%
+1,498.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.9% | +4.4% | +4.4% |
| 7D | +20.0% | +3.3% | +16.6% | +16.1% |
| 30D | +7.9% | -5.9% | +13.8% | +15.0% |
| 3M | -13.2% | -14.1% | +0.9% | +3.7% |
| 6M | +53.5% | +6.6% | +46.9% | +54.9% |
| YTD | +191.0% | +45.0% | +146.0% | +126.4% |
| 1Y | +360.5% | +41.5% | +319.1% | +269.5% |
| All | +1,580.2% | +81.9% | +1,498.3% | +872.0% |
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