+75.9%
D vs ESI
+224.6%
-148.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.4% | -1.7% |
| 7D | +0.4% | +3.3% | -2.9% | +0.1% |
| 30D | -3.6% | -5.9% | +2.3% | -3.1% |
| 3M | -1.0% | -14.1% | +13.1% | 0.0% |
| 6M | +6.3% | +6.6% | -0.3% | +4.8% |
| YTD | +14.7% | +45.0% | -30.3% | +9.6% |
| 1Y | +16.9% | +41.5% | -24.5% | +11.8% |
| 3Y | +56.8% | +78.8% | -22.0% | +45.1% |
| 5Y | +5.2% | +70.9% | -65.7% | -3.2% |
| 10Y | +35.9% | +317.1% | -281.2% | +13.3% |
| All | +75.9% | +224.6% | -148.7% | +56.5% |
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