+16.9%
D vs ESI
+19.1%
-2.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.7% | -0.2% |
| 7D | +0.8% | -3.5% | +4.2% | +0.6% |
| 30D | +10.7% | -9.3% | +20.0% | +10.2% |
| 3M | +2.3% | -12.8% | +15.1% | +1.6% |
| 6M | +12.5% | -24.6% | +37.1% | +11.2% |
| YTD | +20.1% | +32.7% | -12.7% | +21.2% |
| All | +16.9% | +19.1% | -2.2% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling