+1.0%
GOOGL vs ESI
+23.9%
-22.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.0% | -1.9% | +1.6% |
| 7D | +1.6% | +1.8% | -0.3% | +1.3% |
| 30D | -16.8% | -6.6% | -10.2% | -16.2% |
| 3M | -14.6% | -9.4% | -5.2% | -13.8% |
| 6M | -24.4% | -24.1% | -0.3% | -22.2% |
| YTD | -6.1% | +37.1% | -43.2% | -15.6% |
| 1Y | +1.0% | +24.5% | -23.6% | -6.2% |
| All | +1.0% | +23.9% | -22.9% | -6.2% |
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 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