-21.3%
IT vs ESI
+44.5%
-65.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.9% | -7.6% | -4.2% |
| 7D | -6.0% | +3.3% | -9.4% | -5.6% |
| 30D | 0.0% | -5.9% | +5.9% | -0.7% |
| 3M | +13.1% | -14.1% | +27.2% | +11.1% |
| 6M | +11.7% | +6.6% | +5.1% | +6.0% |
| YTD | -26.1% | +45.0% | -71.1% | -35.7% |
| 1Y | -21.3% | +41.5% | -62.7% | -31.1% |
| All | -21.3% | +44.5% | -65.8% | -31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling