+284.7%
P vs ESI
+36.5%
+248.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.5% |
| 7D | +11.6% | +5.5% | +6.1% | +7.9% |
| 30D | -23.7% | -7.8% | -15.9% | -19.0% |
| 3M | -8.0% | -15.0% | +7.0% | +2.3% |
| 6M | +27.9% | -24.9% | +52.8% | +52.9% |
| YTD | +61.2% | +33.2% | +27.9% | +33.2% |
| 1Y | +28.6% | +24.9% | +3.7% | +10.1% |
| 3Y | +200.5% | +77.8% | +122.7% | +104.9% |
| All | +284.7% | +36.5% | +248.2% | +194.9% |
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 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