+449.6%
P vs ESI
+125.3%
+324.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -8.0% | -8.4% | -12.9% |
| 7D | -31.9% | -13.1% | -18.8% | -27.2% |
| 30D | -36.5% | -18.5% | -18.0% | -30.1% |
| 3M | +11.6% | -19.6% | +31.2% | +23.2% |
| 6M | +25.2% | -29.8% | +55.0% | +46.5% |
| YTD | +39.4% | +23.9% | +15.6% | +28.3% |
| 1Y | -3.7% | +15.0% | -18.7% | -8.9% |
| 3Y | +167.3% | +64.3% | +102.9% | +120.3% |
| 5Y | +237.3% | +26.3% | +211.0% | +200.0% |
| 10Y | +698.6% | +321.7% | +376.9% | +383.3% |
| All | +449.6% | +125.3% | +324.4% | +244.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling