+67.5%
ESI vs Z
+25.1%
+42.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.1% | +5.1% | +3.4% |
| 7D | +3.3% | -3.0% | +6.3% | +4.0% |
| 30D | -5.9% | -4.2% | -1.7% | -5.3% |
| 3M | -14.1% | -3.7% | -10.4% | -14.4% |
| 6M | +6.6% | -24.5% | +31.1% | +12.2% |
| YTD | +45.0% | -49.3% | +94.3% | +66.9% |
| 1Y | +41.5% | -58.7% | +100.1% | +70.5% |
| 3Y | +78.8% | -34.1% | +112.9% | +85.8% |
| 5Y | +70.9% | -64.5% | +135.4% | +90.1% |
| 10Y | +317.1% | -0.5% | +317.6% | +178.8% |
| All | +67.5% | +25.1% | +42.4% | -0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling