+41.5%
ESI vs BR
-29.1%
+70.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.4% | +6.3% | +1.8% |
| 7D | +3.3% | -5.3% | +8.6% | +1.5% |
| 30D | -5.9% | +6.4% | -12.3% | -3.7% |
| 3M | -14.1% | +13.6% | -27.7% | -8.6% |
| 6M | +6.6% | -6.7% | +13.3% | +10.7% |
| YTD | +45.0% | -21.1% | +66.1% | +57.9% |
| 1Y | +41.5% | -29.6% | +71.0% | +60.0% |
| All | +41.5% | -29.1% | +70.5% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling