+35.6%
ESI vs BUD
+48.8%
-13.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.4% |
| 7D | -8.5% | +4.5% | -13.0% | -10.2% |
| 30D | -15.7% | +12.5% | -28.2% | -19.9% |
| 3M | -18.2% | 0.0% | -18.2% | -18.8% |
| 6M | -28.8% | +3.8% | -32.6% | -30.9% |
| YTD | +26.3% | +33.1% | -6.8% | +9.1% |
| 1Y | +18.2% | +35.5% | -17.3% | +1.3% |
| 3Y | +68.1% | +49.4% | +18.7% | +32.0% |
| All | +35.6% | +48.8% | -13.2% | +2.2% |
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 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