+304.9%
ESI vs BAH
+210.6%
+94.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -0.8% |
| 7D | -6.6% | +0.5% | -7.1% | -6.8% |
| 30D | -9.8% | +18.2% | -28.1% | -13.7% |
| 3M | -11.9% | +13.1% | -25.0% | -15.2% |
| 6M | -25.1% | +15.2% | -40.3% | -28.9% |
| YTD | +31.9% | +6.0% | +25.9% | +26.3% |
| 1Y | +19.2% | +3.1% | +16.1% | +15.1% |
| 3Y | +76.2% | -26.2% | +102.4% | +81.3% |
| 5Y | +39.4% | +9.3% | +30.1% | +19.7% |
| 10Y | +304.9% | +212.3% | +92.6% | +131.5% |
| All | +304.9% | +210.6% | +94.3% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling