+21.7%
P vs ESI
+23.9%
-2.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.0% | +0.5% | +1.8% |
| 7D | -4.7% | +1.8% | -6.5% | -5.2% |
| 30D | -31.4% | -6.6% | -24.8% | -27.8% |
| 3M | -2.6% | -9.4% | +6.7% | +3.8% |
| 6M | +21.9% | -24.1% | +46.1% | +42.4% |
| YTD | +58.9% | +37.1% | +21.8% | +32.8% |
| 1Y | +21.7% | +24.5% | -2.8% | +6.3% |
| All | +21.7% | +23.9% | -2.1% | +6.3% |
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