-9.1%
LOW vs ESI
+81.4%
-90.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | -0.6% | +3.9% | -4.5% | -1.5% |
| 30D | -9.3% | -3.8% | -5.5% | -8.6% |
| 3M | -8.1% | -13.1% | +5.1% | -6.1% |
| 6M | -19.8% | +11.3% | -31.1% | -24.9% |
| YTD | -16.4% | +44.1% | -60.5% | -28.5% |
| 1Y | -24.7% | +40.3% | -65.0% | -35.4% |
| All | -9.1% | +81.4% | -90.4% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling