-24.9%
ESI vs USFR
+2.1%
-27.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | 0.0% |
| 7D | +5.5% | +0.1% | +5.5% | +7.8% |
| 30D | -7.8% | +0.4% | -8.1% | +4.9% |
| 3M | -15.0% | +1.1% | -16.1% | +32.7% |
| 6M | -24.9% | +2.0% | -26.9% | +188.7% |
| All | -24.9% | +2.1% | -27.0% | +188.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 6mo: compounded portfolio wealth divided by compounded USFR 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…
6mo analysis · Full analysis span regression · 6 months rolling