+130.7%
C vs ESI
+72.3%
+58.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -1.5% |
| 7D | +3.6% | +3.3% | +0.3% | +2.2% |
| 30D | +0.1% | -5.9% | +5.9% | +2.4% |
| 3M | +2.4% | -14.1% | +16.5% | +7.5% |
| 6M | +24.9% | +6.6% | +18.4% | +17.2% |
| YTD | +19.8% | +45.0% | -25.2% | -3.5% |
| 1Y | +44.9% | +41.5% | +3.4% | +17.2% |
| 3Y | +263.0% | +78.8% | +184.2% | +155.4% |
| All | +130.7% | +72.3% | +58.3% | +51.7% |
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