-46.3%
IT vs ESI
+74.4%
-120.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.4% |
| 7D | -9.1% | +3.9% | -13.1% | -10.0% |
| 30D | -12.2% | -3.8% | -8.4% | -11.5% |
| 3M | +7.8% | -13.1% | +20.9% | +9.2% |
| 6M | +2.0% | +11.3% | -9.4% | -8.0% |
| YTD | -32.7% | +44.1% | -76.8% | -46.0% |
| 1Y | -31.1% | +40.3% | -71.4% | -44.5% |
| 3Y | -52.1% | +84.1% | -136.1% | -67.7% |
| 5Y | -46.3% | +75.8% | -122.1% | -63.9% |
| All | -46.3% | +74.4% | -120.7% | -63.9% |
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