+86.3%
ESI vs EAT
+612.9%
-526.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +3.9% | +1.2% |
| 7D | +5.4% | -4.9% | +10.3% | +6.4% |
| 30D | -4.2% | -1.2% | -3.0% | -4.2% |
| 3M | -9.6% | +52.2% | -61.9% | -17.8% |
| 6M | +18.3% | +65.0% | -46.7% | +5.4% |
| YTD | +45.8% | +55.0% | -9.2% | +30.8% |
| 1Y | +39.2% | +42.1% | -2.9% | +26.5% |
| 3Y | +86.3% | +614.7% | -528.4% | +15.9% |
| All | +86.3% | +612.9% | -526.6% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 3y: compounded portfolio wealth divided by compounded EAT 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…
3y analysis · Full analysis span regression · 6 months rolling