+76.2%
ESI vs BBWI
-66.8%
+143.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +1.4% |
| 7D | +5.4% | +1.6% | +3.8% | +5.0% |
| 30D | -4.2% | -6.2% | +2.0% | -3.1% |
| 3M | -9.6% | +4.3% | -14.0% | -11.7% |
| 6M | +18.3% | -7.2% | +25.5% | +17.8% |
| YTD | +45.8% | -3.0% | +48.9% | +42.6% |
| 1Y | +39.2% | -30.8% | +69.9% | +47.9% |
| 3Y | +86.3% | -43.4% | +129.7% | +98.1% |
| 5Y | +76.2% | -66.7% | +142.9% | +124.1% |
| All | +76.2% | -66.8% | +143.0% | +124.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling