+17.5%
P vs ESI
+27.8%
-10.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.6% | -0.4% | -2.2% |
| 7D | -19.4% | -6.6% | -12.8% | -15.8% |
| 30D | -22.3% | -10.9% | -11.4% | -16.5% |
| 3M | +33.2% | -13.8% | +47.0% | +45.1% |
| 6M | +53.6% | -21.5% | +75.2% | +76.1% |
| YTD | +66.8% | +34.7% | +32.1% | +41.4% |
| 1Y | +17.5% | +24.9% | -7.4% | +2.6% |
| All | +17.5% | +27.8% | -10.3% | +2.6% |
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