+320.7%
ESI vs BUD
-24.2%
+344.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.2% |
| 7D | +3.9% | -1.3% | +5.2% | +4.5% |
| 30D | -3.8% | -6.1% | +2.4% | -1.2% |
| 3M | -13.1% | -3.8% | -9.4% | -12.3% |
| 6M | +11.3% | +8.2% | +3.2% | +6.1% |
| YTD | +44.1% | +23.6% | +20.5% | +28.5% |
| 1Y | +40.3% | +33.4% | +6.9% | +20.5% |
| 3Y | +84.1% | +45.3% | +38.7% | +46.8% |
| 5Y | +75.8% | +44.3% | +31.5% | +38.6% |
| 10Y | +320.7% | -22.8% | +343.5% | +274.5% |
| All | +320.7% | -24.2% | +344.9% | +274.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling