-43.7%
IT vs ESI
+42.9%
-86.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.7% | -0.6% |
| 7D | -18.8% | -3.5% | -15.3% | -18.4% |
| 30D | -0.1% | -9.3% | +9.2% | +1.4% |
| 3M | +2.9% | -12.8% | +15.7% | +4.9% |
| 6M | +20.4% | -24.6% | +45.0% | +24.7% |
| YTD | -24.3% | +32.7% | -57.0% | -39.0% |
| 1Y | -17.2% | +20.3% | -37.5% | -30.6% |
| 3Y | -52.4% | +80.2% | -132.6% | -69.0% |
| 5Y | -43.7% | +40.0% | -83.7% | -58.0% |
| All | -43.7% | +42.9% | -86.6% | -58.0% |
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