+184.5%
O vs ESI
+224.6%
-40.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -1.2% |
| 7D | -0.7% | +3.3% | -4.1% | -1.2% |
| 30D | -1.9% | -5.9% | +4.0% | -1.1% |
| 3M | +3.8% | -14.1% | +17.9% | +5.4% |
| 6M | -4.7% | +6.6% | -11.3% | -7.0% |
| YTD | +12.5% | +45.0% | -32.5% | +4.3% |
| 1Y | +10.8% | +41.5% | -30.6% | +2.9% |
| 3Y | +28.8% | +78.8% | -50.0% | +13.2% |
| 5Y | +13.2% | +70.9% | -57.7% | -1.1% |
| 10Y | +53.5% | +317.1% | -263.6% | +13.8% |
| All | +184.5% | +224.6% | -40.1% | +115.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling