+60.7%
F vs ESI
+224.6%
-163.9%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.5% | +0.4% |
| 7D | +5.3% | +3.3% | +2.0% | +4.1% |
| 30D | +4.6% | -5.9% | +10.5% | +6.6% |
| 3M | -3.7% | -14.1% | +10.4% | +0.3% |
| 6M | +16.8% | +6.6% | +10.2% | +11.2% |
| YTD | +15.3% | +45.0% | -29.7% | -2.7% |
| 1Y | +31.0% | +41.5% | -10.4% | +11.2% |
| 3Y | +45.4% | +78.8% | -33.3% | +11.2% |
| 5Y | +54.7% | +70.9% | -16.2% | +20.1% |
| 10Y | +98.2% | +317.1% | -218.9% | +15.8% |
| All | +60.7% | +224.6% | -163.9% | -3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling