+6.6%
ESI vs Z
-23.1%
+29.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.1% | +5.1% | +2.9% |
| 7D | +3.3% | -3.0% | +6.3% | +3.2% |
| 30D | -5.9% | -4.2% | -1.7% | -5.9% |
| 3M | -14.1% | -3.7% | -10.4% | -10.6% |
| 6M | +6.6% | -24.5% | +31.1% | +21.3% |
| All | +6.6% | -23.1% | +29.7% | +21.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling