+23.9%
IR vs ESI
+79.1%
-55.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +2.5% | +5.5% | -3.0% | +0.2% |
| 30D | +9.2% | -7.8% | +16.9% | +12.4% |
| 3M | +0.9% | -15.0% | +16.0% | +7.1% |
| 6M | +19.2% | -24.9% | +44.1% | +31.5% |
| YTD | +7.5% | +33.2% | -25.7% | -12.6% |
| 1Y | +11.7% | +24.9% | -13.2% | -6.3% |
| 3Y | +23.9% | +77.8% | -53.8% | -8.8% |
| All | +23.9% | +79.1% | -55.1% | -8.8% |
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