+216.1%
C vs ESI
+80.4%
+135.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.6% |
| 7D | +4.7% | +8.3% | -3.6% | +1.8% |
| 30D | +0.2% | -10.4% | +10.6% | +3.7% |
| 3M | -9.3% | -13.2% | +3.8% | -5.5% |
| 6M | -0.8% | -23.9% | +23.0% | +7.2% |
| YTD | +8.5% | +34.2% | -25.7% | -10.5% |
| 1Y | +23.1% | +22.2% | +0.9% | +5.8% |
| All | +216.1% | +80.4% | +135.8% | +122.9% |
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 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