+200.4%
ESI vs BBWI
-30.9%
+231.3%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.4% |
| 7D | +8.3% | -4.5% | +12.9% | +9.6% |
| 30D | -10.4% | +17.1% | -27.5% | -14.4% |
| 3M | -13.2% | +17.5% | -30.6% | -17.7% |
| 6M | -23.9% | +12.8% | -36.7% | -27.8% |
| YTD | +34.2% | +8.2% | +26.0% | +26.8% |
| 1Y | +22.2% | -1.8% | +24.0% | +17.1% |
| 3Y | +79.2% | -25.8% | +105.0% | +76.8% |
| 5Y | +38.1% | -68.0% | +106.2% | +62.5% |
| 10Y | +323.6% | -47.6% | +371.1% | +275.3% |
| All | +200.4% | -30.9% | +231.3% | +154.2% |
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