+182.6%
ESI vs M
-12.5%
+195.1%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.6% | +6.5% | +3.1% |
| 7D | -8.5% | -4.3% | -4.2% | -7.7% |
| 30D | -15.7% | +1.3% | -16.9% | -16.3% |
| 3M | -18.2% | -7.4% | -10.9% | -17.1% |
| 6M | -28.8% | +18.3% | -47.2% | -32.7% |
| YTD | +26.3% | +7.6% | +18.7% | +21.8% |
| 1Y | +18.2% | +17.4% | +0.8% | +11.3% |
| 3Y | +68.1% | +108.4% | -40.3% | +29.1% |
| 5Y | +28.8% | -10.6% | +39.4% | +16.0% |
| 10Y | +329.8% | -3.2% | +333.0% | +209.0% |
| All | +182.6% | -12.5% | +195.1% | +127.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling