-24.1%
ESI vs Z
-28.9%
+4.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +4.2% |
| 7D | +1.8% | -13.1% | +14.9% | -0.7% |
| 30D | -6.6% | +5.9% | -12.4% | -4.6% |
| 3M | -9.4% | -13.7% | +4.3% | -11.0% |
| 6M | -24.1% | -27.1% | +3.0% | -17.7% |
| All | -24.1% | -28.9% | +4.8% | -17.7% |
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