+23.7%
EW vs ESI
+18.3%
+5.4%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.6% |
| 7D | +9.3% | -6.6% | +15.9% | +9.5% |
| 30D | +22.1% | -9.8% | +31.9% | +22.4% |
| 3M | +13.0% | -11.9% | +24.9% | +13.5% |
| 6M | +30.1% | -25.1% | +55.2% | +31.4% |
| YTD | +22.0% | +31.9% | -9.9% | +10.3% |
| 1Y | +23.7% | +19.2% | +4.5% | +14.4% |
| All | +23.7% | +18.3% | +5.4% | +14.4% |
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