+13.7%
O vs ESI
+77.4%
-63.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.4% |
| 7D | -0.6% | +5.4% | -5.9% | -1.2% |
| 30D | -2.0% | -4.2% | +2.2% | -1.5% |
| 3M | +3.0% | -9.6% | +12.6% | +3.5% |
| 6M | -3.6% | +18.3% | -22.0% | -7.5% |
| YTD | +12.1% | +45.8% | -33.8% | +3.4% |
| 1Y | +8.9% | +39.2% | -30.3% | +0.9% |
| 3Y | +30.3% | +86.3% | -55.9% | +10.3% |
| 5Y | +13.7% | +76.2% | -62.5% | -4.6% |
| All | +13.7% | +77.4% | -63.7% | -4.6% |
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 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