+213.9%
EME vs ESI
+79.1%
+134.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | +8.4% | +5.5% | +2.8% | +5.6% |
| 30D | -11.5% | -7.8% | -3.7% | -7.9% |
| 3M | -20.6% | -15.0% | -5.6% | -14.3% |
| 6M | -28.5% | -24.9% | -3.6% | -18.7% |
| YTD | +8.0% | +33.2% | -25.2% | -8.1% |
| 1Y | +6.8% | +24.9% | -18.2% | -6.5% |
| 3Y | +213.9% | +77.8% | +136.1% | +137.8% |
| All | +213.9% | +79.1% | +134.8% | +137.8% |
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