+75.7%
ESI vs BUD
+46.3%
+29.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.8% | +2.9% |
| 7D | +3.3% | +0.3% | +3.0% | +3.2% |
| 30D | -5.9% | -5.7% | -0.2% | -3.8% |
| 3M | -14.1% | +3.1% | -17.2% | -15.9% |
| 6M | +6.6% | +7.9% | -1.3% | +2.0% |
| YTD | +45.0% | +27.3% | +17.7% | +28.7% |
| 1Y | +41.5% | +37.8% | +3.6% | +21.0% |
| 3Y | +78.8% | +49.8% | +28.9% | +40.7% |
| All | +75.7% | +46.3% | +29.4% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling