+477.8%
BHP vs ESI
+310.7%
+167.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.5% | -0.8% | -3.5% |
| 7D | -3.7% | -2.3% | -1.4% | -2.8% |
| 30D | -0.8% | -9.0% | +8.2% | +2.7% |
| 3M | +7.6% | -13.3% | +20.9% | +12.6% |
| 6M | +20.8% | +5.3% | +15.5% | +15.9% |
| YTD | +50.8% | +37.6% | +13.1% | +28.9% |
| 1Y | +70.9% | +33.6% | +37.3% | +47.0% |
| 3Y | +78.0% | +75.8% | +2.2% | +32.6% |
| 5Y | +113.1% | +68.6% | +44.5% | +56.6% |
| All | +477.8% | +310.7% | +167.1% | +192.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling