+68.6%
ESI vs BG
+88.4%
-19.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.4% | -4.7% |
| 7D | -2.3% | +3.7% | -6.0% | -3.3% |
| 30D | -9.0% | +12.3% | -21.4% | -11.9% |
| 3M | -13.3% | -2.2% | -11.0% | -13.1% |
| 6M | +5.3% | +5.3% | 0.0% | +2.7% |
| YTD | +37.6% | +42.4% | -4.8% | +22.5% |
| 1Y | +33.6% | +55.2% | -21.6% | +15.4% |
| 3Y | +75.8% | +21.0% | +54.8% | +60.9% |
| 5Y | +68.6% | +87.1% | -18.5% | +17.6% |
| All | +68.6% | +88.4% | -19.8% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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