-17.9%
COMP vs ESI
+28.5%
-46.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.9% | +8.8% | +9.2% |
| 7D | +13.4% | -8.5% | +22.0% | +21.4% |
| 30D | +11.1% | -15.7% | +26.8% | +25.4% |
| 3M | -18.8% | -18.2% | -0.6% | -7.4% |
| 6M | +10.5% | -28.8% | +39.3% | +36.9% |
| YTD | -3.4% | +26.3% | -29.7% | -33.7% |
| 1Y | +19.7% | +18.2% | +1.5% | -13.4% |
| 3Y | +381.6% | +68.1% | +313.5% | +109.3% |
| All | -17.9% | +28.5% | -46.3% | -55.0% |
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 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