+76.2%
ESI vs BB
-27.1%
+103.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.7% | +0.1% |
| 7D | +5.4% | +0.5% | +4.9% | +5.3% |
| 30D | -4.2% | -12.4% | +8.2% | -1.5% |
| 3M | -9.6% | -15.3% | +5.7% | -7.2% |
| 6M | +18.3% | +128.8% | -110.5% | -3.3% |
| YTD | +45.8% | +107.7% | -61.8% | +21.7% |
| 1Y | +39.2% | +103.9% | -64.7% | +15.8% |
| 3Y | +86.3% | +72.6% | +13.7% | +51.4% |
| 5Y | +76.2% | -24.3% | +100.5% | +59.3% |
| All | +76.2% | -27.1% | +103.3% | +59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling