+18.2%
EME vs ESI
+34.0%
-15.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | +1.4% |
| 7D | +0.9% | -2.3% | +3.3% | +2.0% |
| 30D | -8.4% | -9.0% | +0.6% | -4.2% |
| 3M | -3.6% | -13.3% | +9.6% | +3.1% |
| 6M | +3.6% | +5.3% | -1.7% | +0.3% |
| YTD | +22.5% | +37.6% | -15.1% | +1.3% |
| 1Y | +18.2% | +33.6% | -15.4% | +0.5% |
| All | +18.2% | +34.0% | -15.8% | +0.5% |
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 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