+42.0%
ESI vs BUD
+36.8%
+5.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.7% |
| 7D | +5.4% | +0.8% | +4.6% | +5.3% |
| 30D | -4.2% | -4.8% | +0.6% | -3.4% |
| 3M | -9.6% | +1.4% | -11.0% | -10.7% |
| 6M | +18.3% | +9.9% | +8.5% | +12.1% |
| YTD | +45.8% | +26.3% | +19.5% | +34.9% |
| All | +42.0% | +36.8% | +5.2% | +33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling