+1,249.9%
GOOG vs ESI
+226.4%
+1,023.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.1% |
| 7D | +1.1% | +5.4% | -4.3% | -0.2% |
| 30D | -5.1% | -4.2% | -0.9% | -4.3% |
| 3M | -7.1% | -9.6% | +2.5% | -5.8% |
| 6M | +12.7% | +18.3% | -5.7% | +6.3% |
| YTD | +7.1% | +45.8% | -38.7% | -4.5% |
| 1Y | +43.6% | +39.2% | +4.4% | +29.2% |
| 3Y | +146.8% | +86.3% | +60.5% | +103.5% |
| 5Y | +133.7% | +76.2% | +57.5% | +94.0% |
| 10Y | +773.3% | +306.8% | +466.6% | +504.0% |
| All | +1,249.9% | +226.4% | +1,023.4% | +875.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling