+176.9%
O vs ESI
+182.6%
-5.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.0% |
| 7D | +3.7% | -8.5% | +12.2% | +4.9% |
| 30D | +11.2% | -15.7% | +26.9% | +13.5% |
| 3M | -4.0% | -18.2% | +14.3% | -1.7% |
| 6M | -5.2% | -28.8% | +23.6% | -1.7% |
| YTD | +9.5% | +26.3% | -16.8% | +3.1% |
| 1Y | +10.6% | +18.2% | -7.6% | +5.1% |
| 3Y | +38.1% | +68.1% | -30.0% | +21.7% |
| 5Y | +10.2% | +28.8% | -18.5% | +0.1% |
| 10Y | +71.4% | +329.8% | -258.4% | +29.1% |
| All | +176.9% | +182.6% | -5.7% | +112.9% |
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 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