-29.9%
COMP vs ESI
+72.3%
-102.2%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -1.9% |
| 7D | +1.4% | +3.3% | -2.0% | -1.4% |
| 30D | -13.3% | -5.9% | -7.5% | -9.4% |
| 3M | +41.1% | -14.1% | +55.2% | +54.4% |
| 6M | +17.2% | +6.6% | +10.6% | +3.5% |
| YTD | +5.2% | +45.0% | -39.8% | -31.9% |
| 1Y | +18.9% | +41.5% | -22.5% | -23.0% |
| 3Y | +215.9% | +78.8% | +137.1% | +49.0% |
| All | -29.9% | +72.3% | -102.2% | -65.5% |
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