+105.9%
C vs ESI
+28.5%
+77.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | -0.3% |
| 7D | -2.4% | -8.5% | +6.1% | +1.0% |
| 30D | -6.0% | -15.7% | +9.7% | +0.2% |
| 3M | -10.5% | -18.2% | +7.7% | -3.9% |
| 6M | -5.7% | -28.8% | +23.1% | +5.7% |
| YTD | +4.1% | +26.3% | -22.1% | -12.6% |
| 1Y | +20.5% | +18.2% | +2.3% | +4.0% |
| 3Y | +208.1% | +68.1% | +140.0% | +115.9% |
| All | +105.9% | +28.5% | +77.5% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling