+76.2%
ESI vs BAH
-25.7%
+101.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -0.7% |
| 7D | -6.6% | +0.5% | -7.1% | -6.7% |
| 30D | -9.8% | +18.2% | -28.1% | -10.6% |
| 3M | -11.9% | +13.1% | -25.0% | -12.4% |
| 6M | -25.1% | +15.2% | -40.3% | -25.4% |
| YTD | +31.9% | +6.0% | +25.9% | +32.0% |
| 1Y | +19.2% | +3.1% | +16.1% | +19.9% |
| 3Y | +76.2% | -26.2% | +102.4% | +83.3% |
| All | +76.2% | -25.7% | +101.8% | +83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling