-54.2%
COMP vs ESI
+79.0%
-133.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -8.0% | -0.2% | -2.1% |
| 7D | -1.8% | -13.1% | +11.3% | +8.8% |
| 30D | -0.8% | -18.5% | +17.7% | +14.1% |
| 3M | -28.1% | -19.6% | -8.5% | -17.7% |
| 6M | +27.0% | -29.8% | +56.8% | +57.2% |
| YTD | -12.8% | +23.9% | -36.7% | -37.0% |
| 1Y | +4.9% | +15.0% | -10.1% | -19.8% |
| 3Y | +321.0% | +64.3% | +256.7% | +108.9% |
| 5Y | -25.6% | +26.3% | -51.9% | -56.9% |
| All | -54.2% | +79.0% | -133.2% | -77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling