+320.7%
ESI vs BAH
+186.6%
+134.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +3.9% | -1.3% | +5.2% | +4.3% |
| 30D | -3.8% | -6.6% | +2.8% | -2.2% |
| 3M | -13.1% | -7.2% | -6.0% | -12.0% |
| 6M | +11.3% | -10.0% | +21.3% | +12.8% |
| YTD | +44.1% | -12.5% | +56.6% | +45.7% |
| 1Y | +40.3% | -27.9% | +68.2% | +50.6% |
| 3Y | +84.1% | -31.4% | +115.5% | +90.6% |
| 5Y | +75.8% | -3.2% | +79.0% | +54.7% |
| 10Y | +320.7% | +191.5% | +129.3% | +154.3% |
| All | +320.7% | +186.6% | +134.1% | +154.3% |
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