-31.1%
IT vs ESI
+38.0%
-69.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.9% |
| 7D | -9.1% | +3.9% | -13.1% | -8.6% |
| 30D | -12.2% | -3.8% | -8.4% | -12.6% |
| 3M | +7.8% | -13.1% | +20.9% | +5.8% |
| 6M | +2.0% | +11.3% | -9.4% | -4.3% |
| YTD | -32.7% | +44.1% | -76.8% | -41.3% |
| 1Y | -31.1% | +40.3% | -71.4% | -40.2% |
| All | -31.1% | +38.0% | -69.1% | -40.2% |
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