+420.4%
FIX vs ESI
+64.8%
+355.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -8.0% | -3.6% | -5.6% |
| 7D | -27.2% | -13.1% | -14.1% | -18.4% |
| 30D | -46.9% | -18.5% | -28.4% | -37.6% |
| 3M | -44.4% | -19.6% | -24.8% | -34.2% |
| 6M | -50.9% | -29.8% | -21.1% | -35.8% |
| YTD | +3.5% | +23.9% | -20.3% | -10.3% |
| 1Y | -2.1% | +15.0% | -17.1% | -10.6% |
| All | +420.4% | +64.8% | +355.6% | +255.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling