+224.6%
ESI vs BUD
+4.1%
+220.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.3% |
| 3M | -14.1% | +3.1% | -17.2% | -16.1% |
| 6M | +6.6% | +7.9% | -1.3% | +1.3% |
| YTD | +45.0% | +27.3% | +17.7% | +26.4% |
| 1Y | +41.5% | +37.8% | +3.6% | +18.1% |
| 3Y | +78.8% | +49.8% | +28.9% | +38.0% |
| 5Y | +70.9% | +43.8% | +27.0% | +32.6% |
| 10Y | +317.1% | -22.6% | +339.7% | +318.8% |
| All | +224.6% | +4.1% | +220.5% | +187.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling