+911.5%
BE vs ESI
+226.0%
+685.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.9% | +4.4% | +4.7% |
| 7D | +20.0% | +3.3% | +16.6% | +16.5% |
| 30D | +7.9% | -5.9% | +13.8% | +14.3% |
| 3M | -13.2% | -14.1% | +0.9% | +2.3% |
| 6M | +53.5% | +6.6% | +46.9% | +53.3% |
| YTD | +191.0% | +45.0% | +146.0% | +123.5% |
| 1Y | +360.5% | +41.5% | +319.1% | +264.7% |
| 3Y | +1,568.0% | +78.8% | +1,489.2% | +959.8% |
| 5Y | +1,055.2% | +70.9% | +984.3% | +652.5% |
| All | +911.5% | +226.0% | +685.5% | +178.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling