+318.5%
ESI vs BUD
-2.1%
+320.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -1.2% |
| 7D | +5.5% | +1.0% | +4.5% | +5.0% |
| 30D | -7.8% | +6.7% | -14.4% | -11.0% |
| 3M | -15.0% | +5.7% | -20.7% | -18.0% |
| 6M | -24.9% | +5.8% | -30.7% | -28.1% |
| YTD | +33.2% | +34.4% | -1.2% | +13.3% |
| 1Y | +24.9% | +33.3% | -8.3% | +6.7% |
| 3Y | +77.8% | +48.8% | +28.9% | +39.6% |
| 5Y | +37.1% | +52.5% | -15.4% | +4.8% |
| All | +318.5% | -2.1% | +320.6% | +237.2% |
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