+79.0%
ESI vs BBWI
-25.1%
+104.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.6% |
| 7D | +8.3% | -4.5% | +12.9% | +9.3% |
| 30D | -10.4% | +17.1% | -27.5% | -13.6% |
| 3M | -13.2% | +17.5% | -30.6% | -16.9% |
| 6M | -23.9% | +12.8% | -36.7% | -27.2% |
| YTD | +34.2% | +8.2% | +26.0% | +28.1% |
| 1Y | +22.2% | -1.8% | +24.0% | +18.5% |
| All | +79.0% | -25.1% | +104.1% | +79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling