+24.9%
ESI vs UUUU
-55.1%
+80.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.5% |
| 7D | -6.6% | -14.4% | +7.9% | -3.6% |
| 30D | -10.9% | -33.6% | +22.7% | -3.7% |
| 3M | -13.8% | -44.2% | +30.3% | -4.0% |
| 6M | -21.5% | -66.8% | +45.2% | -6.9% |
| YTD | +34.7% | -50.6% | +85.3% | +43.4% |
| 1Y | +24.9% | -57.8% | +82.7% | +36.9% |
| All | +24.9% | -55.1% | +80.0% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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