+34.3%
ED vs ESI
+81.9%
-47.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.3% | -1.2% |
| 7D | -0.2% | +3.3% | -3.5% | 0.0% |
| 30D | -0.1% | -5.9% | +5.7% | -0.5% |
| 3M | +3.9% | -14.1% | +18.0% | +3.2% |
| 6M | -3.0% | +6.6% | -9.6% | -2.6% |
| YTD | +10.7% | +45.0% | -34.3% | +12.6% |
| 1Y | +13.3% | +41.5% | -28.1% | +15.2% |
| All | +34.3% | +81.9% | -47.6% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling