+44.5%
GOOG vs ESI
+44.5%
0.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.1% | -1.5% |
| 7D | -2.2% | +3.3% | -5.5% | -2.7% |
| 30D | -6.9% | -5.9% | -1.0% | -6.2% |
| 3M | -9.1% | -14.1% | +4.9% | -7.9% |
| 6M | +10.6% | +6.6% | +4.1% | +6.5% |
| YTD | +7.0% | +45.0% | -38.0% | -4.7% |
| 1Y | +44.5% | +41.5% | +3.1% | +28.7% |
| All | +44.5% | +44.5% | 0.0% | +28.7% |
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