+9.1%
EQT vs ESI
+33.5%
-24.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +0.8% |
| 7D | -1.2% | -2.3% | +1.1% | -1.1% |
| 30D | +1.1% | -9.0% | +10.1% | +1.5% |
| 3M | +4.8% | -13.3% | +18.0% | +5.3% |
| 6M | -10.6% | +5.3% | -15.9% | -12.9% |
| YTD | +3.4% | +37.6% | -34.2% | -7.2% |
| All | +9.1% | +33.5% | -24.4% | -1.5% |
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