+40.3%
ESI vs EL
+12.1%
+28.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.6% |
| 7D | +3.9% | -2.4% | +6.3% | +4.4% |
| 30D | -3.8% | +13.7% | -17.4% | -6.4% |
| 3M | -13.1% | +14.5% | -27.6% | -15.7% |
| 6M | +11.3% | +7.4% | +3.9% | +9.5% |
| YTD | +44.1% | -4.7% | +48.8% | +46.2% |
| 1Y | +40.3% | +12.9% | +27.4% | +33.7% |
| All | +40.3% | +12.1% | +28.2% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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