+27.6%
IR vs ESI
+67.9%
-40.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +0.6% |
| 7D | +3.7% | -8.5% | +12.2% | +7.3% |
| 30D | +7.4% | -15.7% | +23.1% | +14.8% |
| 3M | -5.9% | -18.2% | +12.3% | +1.4% |
| 6M | +5.6% | -28.8% | +34.4% | +18.9% |
| YTD | +4.8% | +26.3% | -21.4% | -12.8% |
| 1Y | +6.9% | +18.2% | -11.3% | -8.2% |
| 3Y | +27.6% | +68.1% | -40.6% | -2.5% |
| All | +27.6% | +67.9% | -40.4% | -2.5% |
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