+35.6%
ESI vs Z
-55.4%
+91.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.4% | +2.5% |
| 7D | -8.5% | -4.6% | -4.0% | -7.8% |
| 30D | -15.7% | +8.3% | -24.0% | -18.2% |
| 3M | -18.2% | -11.6% | -6.6% | -17.2% |
| 6M | -28.8% | -33.6% | +4.8% | -22.8% |
| YTD | +26.3% | -56.7% | +82.9% | +52.6% |
| 1Y | +18.2% | -59.1% | +77.4% | +45.2% |
| 3Y | +68.1% | -20.4% | +88.5% | +62.8% |
| All | +35.6% | -55.4% | +91.0% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling