+81.8%
D vs ESI
+207.0%
-125.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.4% | -0.8% |
| 7D | -2.4% | +1.8% | -4.2% | -2.6% |
| 30D | +9.0% | -6.6% | +15.6% | +9.4% |
| 3M | +1.0% | -9.4% | +10.3% | +1.5% |
| 6M | +11.0% | -24.1% | +35.1% | +12.9% |
| YTD | +19.8% | +37.1% | -17.4% | +14.7% |
| 1Y | +16.0% | +24.5% | -8.6% | +12.0% |
| 3Y | +74.4% | +83.2% | -8.8% | +60.4% |
| 5Y | +13.5% | +44.0% | -30.4% | +5.8% |
| 10Y | +48.4% | +332.8% | -284.5% | +23.6% |
| All | +81.8% | +207.0% | -125.1% | +62.1% |
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