+14.4%
FIX vs ESI
+27.8%
-13.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -4.6% | -10.4% | -11.5% |
| 7D | -18.9% | -6.6% | -12.3% | -14.1% |
| 30D | -36.3% | -10.9% | -25.4% | -30.1% |
| 3M | -38.5% | -13.8% | -24.7% | -31.0% |
| 6M | -42.3% | -21.5% | -20.7% | -30.3% |
| YTD | +17.1% | +34.7% | -17.6% | -1.8% |
| 1Y | +14.4% | +24.9% | -10.5% | +1.3% |
| All | +14.4% | +27.8% | -13.4% | +1.3% |
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