+198.2%
ESI vs BB
+7.9%
+190.3%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.2% |
| 7D | +5.5% | +1.8% | +3.7% | +5.2% |
| 30D | -7.8% | +8.1% | -15.9% | -9.4% |
| 3M | -15.0% | -1.0% | -14.0% | -15.5% |
| 6M | -24.9% | +45.9% | -70.8% | -31.8% |
| YTD | +33.2% | +134.8% | -101.6% | +9.3% |
| 1Y | +24.9% | +104.6% | -79.7% | +5.1% |
| 3Y | +77.8% | +152.8% | -75.1% | +35.9% |
| 5Y | +37.1% | -17.4% | +54.6% | +25.0% |
| 10Y | +320.5% | +22.4% | +298.1% | +155.6% |
| All | +198.2% | +7.9% | +190.3% | +87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling