+25.2%
P vs ESI
-29.0%
+54.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -8.0% | -8.4% | -9.5% |
| 7D | -31.9% | -13.1% | -18.8% | -22.7% |
| 30D | -36.5% | -18.5% | -18.0% | -24.4% |
| 3M | +11.6% | -19.6% | +31.2% | +33.7% |
| 6M | +25.2% | -29.8% | +55.0% | +66.8% |
| All | +25.2% | -29.0% | +54.2% | +66.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling