+224.6%
ESI vs BBWI
-36.1%
+260.7%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.1% | +2.2% |
| 7D | +3.3% | +1.5% | +1.8% | +3.0% |
| 30D | -5.9% | -5.2% | -0.7% | -5.1% |
| 3M | -14.1% | +11.1% | -25.2% | -17.3% |
| 6M | +6.6% | -13.4% | +19.9% | +8.1% |
| YTD | +45.0% | +0.1% | +44.9% | +40.9% |
| 1Y | +41.5% | -36.1% | +77.6% | +52.4% |
| 3Y | +78.8% | -44.1% | +122.9% | +91.1% |
| 5Y | +70.9% | -66.2% | +137.1% | +99.8% |
| 10Y | +317.1% | -54.8% | +371.8% | +289.7% |
| All | +224.6% | -36.1% | +260.7% | +182.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling