+77.8%
ESI vs M
+158.0%
-80.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.1% |
| 7D | +5.5% | +7.0% | -1.5% | +3.7% |
| 30D | -7.8% | +8.9% | -16.7% | -10.1% |
| 3M | -15.0% | +4.5% | -19.5% | -16.4% |
| 6M | -24.9% | +36.2% | -61.1% | -31.4% |
| YTD | +33.2% | +15.1% | +18.1% | +26.2% |
| 1Y | +24.9% | +27.4% | -2.5% | +15.0% |
| 3Y | +77.8% | +160.1% | -82.4% | +35.1% |
| All | +77.8% | +158.0% | -80.2% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling