+31.5%
ESI vs BR
-31.7%
+63.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.4% |
| 7D | -4.6% | -3.0% | -1.7% | -5.6% |
| 30D | -10.5% | -0.3% | -10.2% | -10.5% |
| 3M | -19.8% | +17.3% | -37.1% | -14.2% |
| 6M | +5.8% | -6.7% | +12.5% | +9.5% |
| YTD | +38.3% | -23.4% | +61.7% | +48.1% |
| 1Y | +31.5% | -32.7% | +64.2% | +42.8% |
| All | +31.5% | -31.7% | +63.2% | +42.8% |
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