+37.1%
EW vs ESI
-23.0%
+60.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.2% | +1.9% |
| 7D | +6.5% | +1.8% | +4.7% | +6.5% |
| 30D | +22.5% | -6.6% | +29.1% | +21.9% |
| 3M | +13.0% | -9.4% | +22.3% | +12.3% |
| 6M | +37.1% | -24.1% | +61.2% | +35.9% |
| All | +37.1% | -23.0% | +60.1% | +35.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling