+1,076.1%
BE vs ESI
+72.3%
+1,003.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.9% | +4.4% | +4.5% |
| 7D | +20.0% | +3.3% | +16.6% | +16.2% |
| 30D | +7.9% | -5.9% | +13.8% | +14.8% |
| 3M | -13.2% | -14.1% | +0.9% | +3.3% |
| 6M | +53.5% | +6.6% | +46.9% | +53.6% |
| YTD | +191.0% | +45.0% | +146.0% | +121.9% |
| 1Y | +360.5% | +41.5% | +319.1% | +262.3% |
| 3Y | +1,568.0% | +78.8% | +1,489.2% | +932.0% |
| All | +1,076.1% | +72.3% | +1,003.8% | +592.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling