+32.8%
NET vs ESI
+44.5%
-11.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -2.5% |
| 7D | -7.0% | +3.3% | -10.3% | -7.5% |
| 30D | -4.8% | -5.9% | +1.1% | -3.8% |
| 3M | +3.8% | -14.1% | +17.9% | +5.0% |
| 6M | +50.0% | +6.6% | +43.5% | +38.1% |
| YTD | +41.5% | +45.0% | -3.6% | +7.0% |
| 1Y | +32.8% | +41.5% | -8.6% | +3.6% |
| All | +32.8% | +44.5% | -11.7% | +3.6% |
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