+321.6%
ESI vs BB
+24.8%
+296.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.8% | -1.6% |
| 7D | +8.3% | +9.0% | -0.6% | +6.7% |
| 30D | -10.4% | +7.7% | -18.1% | -11.8% |
| 3M | -13.2% | +4.0% | -17.2% | -14.3% |
| 6M | -23.9% | +46.6% | -70.5% | -30.1% |
| YTD | +34.2% | +140.6% | -106.4% | +12.2% |
| 1Y | +22.2% | +103.1% | -80.9% | +5.0% |
| 3Y | +79.2% | +150.5% | -71.3% | +41.8% |
| 5Y | +38.1% | -15.4% | +53.5% | +25.4% |
| All | +321.6% | +24.8% | +296.8% | +183.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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