+226.4%
ESI vs BG
+126.1%
+100.3%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | -1.2% |
| 7D | +5.4% | +2.4% | +3.0% | +4.3% |
| 30D | -4.2% | +15.0% | -19.2% | -9.9% |
| 3M | -9.6% | -0.7% | -8.9% | -10.3% |
| 6M | +18.3% | +7.5% | +10.8% | +12.8% |
| YTD | +45.8% | +41.6% | +4.2% | +23.2% |
| 1Y | +39.2% | +50.7% | -11.5% | +13.6% |
| 3Y | +86.3% | +20.3% | +66.0% | +63.4% |
| 5Y | +76.2% | +85.2% | -9.0% | +20.6% |
| 10Y | +306.8% | +160.6% | +146.1% | +106.6% |
| All | +226.4% | +126.1% | +100.3% | +74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling