-17.1%
IT vs ESI
+21.7%
-38.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -1.6% |
| 7D | -3.7% | +8.3% | -12.0% | -1.7% |
| 30D | -3.1% | -10.4% | +7.3% | -5.2% |
| 3M | +6.3% | -13.2% | +19.5% | +4.2% |
| 6M | +24.8% | -23.9% | +48.6% | +21.0% |
| YTD | -24.4% | +34.2% | -58.5% | -33.2% |
| 1Y | -17.1% | +22.2% | -39.3% | -25.3% |
| All | -17.1% | +21.7% | -38.7% | -25.3% |
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