+140.7%
GOOG vs ESI
+81.4%
+59.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.8% |
| 7D | -1.6% | +3.9% | -5.5% | -2.4% |
| 30D | -7.7% | -3.8% | -3.9% | -7.0% |
| 3M | -9.3% | -13.1% | +3.8% | -7.3% |
| 6M | +7.4% | +11.3% | -3.9% | +1.6% |
| YTD | +4.9% | +44.1% | -39.2% | -8.9% |
| 1Y | +37.2% | +40.3% | -3.1% | +19.7% |
| All | +140.7% | +81.4% | +59.3% | +80.7% |
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 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