+44.2%
BP vs ESI
+67.9%
-23.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.5% |
| 7D | -11.6% | -8.5% | -3.1% | -11.0% |
| 30D | 0.0% | -15.7% | +15.7% | +1.4% |
| 3M | +6.7% | -18.2% | +25.0% | +8.4% |
| 6M | +2.2% | -28.8% | +31.0% | +5.0% |
| YTD | +33.0% | +26.3% | +6.7% | +20.4% |
| 1Y | +30.7% | +18.2% | +12.5% | +20.1% |
| 3Y | +44.2% | +68.1% | -23.9% | +16.0% |
| All | +44.2% | +67.9% | -23.7% | +16.0% |
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