+150.5%
GOOGL vs ESI
+82.9%
+67.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +1.1% | +5.4% | -4.3% | -0.1% |
| 30D | -4.4% | -4.2% | -0.2% | -3.7% |
| 3M | -6.8% | -9.6% | +2.8% | -5.7% |
| 6M | +13.6% | +18.3% | -4.8% | +5.7% |
| YTD | +8.3% | +45.8% | -37.5% | -6.2% |
| 1Y | +44.9% | +39.2% | +5.8% | +26.8% |
| 3Y | +150.5% | +86.3% | +64.2% | +90.6% |
| All | +150.5% | +82.9% | +67.6% | +90.6% |
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