+68.6%
ESI vs BR
+7.7%
+60.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | -2.3% | -6.0% | +3.6% | -0.3% |
| 30D | -9.0% | -0.9% | -8.2% | -9.0% |
| 3M | -13.3% | +16.4% | -29.6% | -19.1% |
| 6M | +5.3% | -8.2% | +13.5% | +9.1% |
| YTD | +37.6% | -23.2% | +60.8% | +56.0% |
| 1Y | +33.6% | -30.9% | +64.5% | +61.1% |
| 3Y | +75.8% | -5.0% | +80.8% | +71.9% |
| 5Y | +68.6% | +8.8% | +59.8% | +39.9% |
| All | +68.6% | +7.7% | +60.9% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling