+132.5%
GOOGL vs ESI
+74.4%
+58.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.9% |
| 7D | -1.9% | +3.9% | -5.8% | -3.2% |
| 30D | -7.5% | -3.8% | -3.7% | -6.5% |
| 3M | -9.2% | -13.1% | +4.0% | -6.1% |
| 6M | +8.1% | +11.3% | -3.3% | -0.2% |
| YTD | +5.8% | +44.1% | -38.3% | -13.4% |
| 1Y | +38.3% | +40.3% | -2.0% | +13.8% |
| 3Y | +144.8% | +84.1% | +60.7% | +66.5% |
| 5Y | +132.5% | +75.8% | +56.7% | +57.9% |
| All | +132.5% | +74.4% | +58.1% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling