+40.3%
ESI vs M
+30.1%
+10.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | +0.1% |
| 7D | +3.9% | -4.1% | +8.0% | +5.2% |
| 30D | -3.8% | -13.6% | +9.8% | +0.6% |
| 3M | -13.1% | -2.3% | -10.8% | -13.1% |
| 6M | +11.3% | +21.9% | -10.6% | +3.3% |
| YTD | +44.1% | -0.6% | +44.7% | +40.3% |
| 1Y | +40.3% | +29.7% | +10.6% | +17.4% |
| All | +40.3% | +30.1% | +10.2% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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