+48.4%
IR vs ESI
+72.3%
-24.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.7% | -0.2% |
| 7D | -2.8% | +3.3% | -6.1% | -4.4% |
| 30D | -15.1% | -5.9% | -9.3% | -12.8% |
| 3M | +6.1% | -14.1% | +20.2% | +12.2% |
| 6M | -16.8% | +6.6% | -23.4% | -22.9% |
| YTD | -3.5% | +45.0% | -48.6% | -25.4% |
| 1Y | -3.5% | +41.5% | -44.9% | -24.9% |
| 3Y | +9.5% | +78.8% | -69.3% | -27.9% |
| All | +48.4% | +72.3% | -24.0% | -5.0% |
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