-50.9%
FIX vs ESI
-29.0%
-21.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -8.0% | -3.6% | -4.0% |
| 7D | -27.2% | -13.1% | -14.1% | -16.2% |
| 30D | -46.9% | -18.5% | -28.4% | -35.4% |
| 3M | -44.4% | -19.6% | -24.8% | -31.2% |
| 6M | -50.9% | -29.8% | -21.1% | -31.1% |
| All | -50.9% | -29.0% | -21.9% | -31.1% |
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