+15.2%
D vs ESI
+28.5%
-13.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.6% |
| 7D | +3.0% | -8.5% | +11.5% | +3.6% |
| 30D | +11.5% | -15.7% | +27.1% | +12.8% |
| 3M | +3.7% | -18.2% | +22.0% | +5.1% |
| 6M | +13.5% | -28.8% | +42.4% | +16.1% |
| YTD | +20.7% | +26.3% | -5.5% | +14.1% |
| 1Y | +18.2% | +18.2% | 0.0% | +12.6% |
| 3Y | +73.3% | +68.1% | +5.2% | +51.3% |
| All | +15.2% | +28.5% | -13.3% | +2.7% |
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