+35.8%
EQT vs ESI
+73.2%
-37.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +1.4% |
| 7D | -1.2% | -2.3% | +1.1% | -0.8% |
| 30D | +1.1% | -9.0% | +10.1% | +2.6% |
| 3M | +4.8% | -13.3% | +18.0% | +6.5% |
| 6M | -10.6% | +5.3% | -15.9% | -14.2% |
| YTD | +3.4% | +37.6% | -34.2% | -8.8% |
| 1Y | +8.7% | +33.6% | -24.9% | -3.7% |
| All | +35.8% | +73.2% | -37.4% | +6.1% |
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