+238.6%
P vs ESI
+28.5%
+210.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +2.3% |
| 7D | -23.8% | -8.5% | -15.3% | -18.8% |
| 30D | -36.6% | -15.7% | -21.0% | -28.8% |
| 3M | +10.9% | -18.2% | +29.1% | +26.4% |
| 6M | +30.0% | -28.8% | +58.8% | +60.8% |
| YTD | +44.4% | +26.3% | +18.1% | +23.5% |
| 1Y | +3.9% | +18.2% | -14.3% | -7.9% |
| 3Y | +176.6% | +68.1% | +108.5% | +95.5% |
| All | +238.6% | +28.5% | +210.2% | +159.1% |
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