+320.7%
ESI vs BBWI
-58.2%
+379.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.3% | +5.1% | +0.3% |
| 7D | +3.9% | -4.4% | +8.3% | +5.0% |
| 30D | -3.8% | -7.4% | +3.6% | -2.5% |
| 3M | -13.1% | -2.2% | -10.9% | -13.7% |
| 6M | +11.3% | -16.3% | +27.6% | +13.6% |
| YTD | +44.1% | -9.1% | +53.2% | +43.5% |
| 1Y | +40.3% | -34.5% | +74.9% | +49.8% |
| 3Y | +84.1% | -47.0% | +131.0% | +98.7% |
| 5Y | +75.8% | -68.8% | +144.6% | +108.0% |
| 10Y | +320.7% | -57.4% | +378.1% | +247.7% |
| All | +320.7% | -58.2% | +379.0% | +247.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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