+526.5%
P vs ESI
+149.4%
+377.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.0% | +0.5% | +2.7% |
| 7D | -4.7% | +1.8% | -6.5% | -5.0% |
| 30D | -31.4% | -6.6% | -24.8% | -28.7% |
| 3M | -2.6% | -9.4% | +6.7% | +2.2% |
| 6M | +21.9% | -24.1% | +46.1% | +38.0% |
| YTD | +58.9% | +37.1% | +21.8% | +40.0% |
| 1Y | +21.7% | +24.5% | -2.8% | +11.3% |
| 3Y | +193.3% | +83.2% | +110.2% | +131.0% |
| 5Y | +275.1% | +44.0% | +231.2% | +216.9% |
| 10Y | +655.3% | +332.8% | +322.5% | +342.4% |
| All | +526.5% | +149.4% | +377.1% | +276.2% |
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