+40.9%
BP vs ESI
+38.0%
+2.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +1.7% |
| 7D | +4.0% | +3.9% | +0.1% | +4.3% |
| 30D | +7.8% | -3.8% | +11.6% | +7.6% |
| 3M | +8.4% | -13.1% | +21.5% | +7.8% |
| 6M | +15.1% | +11.3% | +3.7% | +14.9% |
| YTD | +36.4% | +44.1% | -7.7% | +32.0% |
| 1Y | +40.9% | +40.3% | +0.6% | +37.0% |
| All | +40.9% | +38.0% | +2.9% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling