+42.0%
ESI vs Z
-63.9%
+105.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.4% | +7.0% | +1.1% |
| 7D | +5.4% | -3.3% | +8.6% | +5.6% |
| 30D | -4.2% | -3.7% | -0.5% | -4.1% |
| 3M | -9.6% | -7.0% | -2.6% | -8.5% |
| 6M | +18.3% | -29.5% | +47.8% | +27.4% |
| YTD | +45.8% | -52.6% | +98.4% | +73.7% |
| All | +42.0% | -63.9% | +105.9% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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