+327.1%
NET vs ESI
+79.8%
+247.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -3.2% |
| 7D | -7.0% | +3.3% | -10.3% | -8.2% |
| 30D | -4.8% | -5.9% | +1.1% | -2.3% |
| 3M | +3.8% | -14.1% | +17.9% | +8.5% |
| 6M | +50.0% | +6.6% | +43.5% | +34.7% |
| YTD | +41.5% | +45.0% | -3.6% | +2.6% |
| 1Y | +32.8% | +41.5% | -8.6% | -2.2% |
| All | +327.1% | +79.8% | +247.3% | +122.7% |
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