+35.7%
ET vs ESI
+38.0%
-2.3%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.8% |
| 7D | +0.6% | +3.9% | -3.3% | +0.8% |
| 30D | +5.3% | -3.8% | +9.1% | +5.1% |
| 3M | +15.6% | -13.1% | +28.8% | +15.1% |
| 6M | +20.6% | +11.3% | +9.3% | +19.6% |
| YTD | +38.5% | +44.1% | -5.6% | +37.0% |
| 1Y | +35.7% | +40.3% | -4.6% | +33.5% |
| All | +35.7% | +38.0% | -2.3% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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