+241.5%
EME vs ESI
+81.4%
+160.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.3% | -1.9% |
| 7D | +2.7% | +3.9% | -1.2% | +0.8% |
| 30D | -6.8% | -3.8% | -3.0% | -5.0% |
| 3M | -8.8% | -13.1% | +4.3% | -2.7% |
| 6M | +5.0% | +11.3% | -6.3% | -1.7% |
| YTD | +23.5% | +44.1% | -20.6% | +0.8% |
| 1Y | +21.3% | +40.3% | -19.0% | +0.1% |
| All | +241.5% | +81.4% | +160.2% | +134.5% |
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