+7.3%
PL vs ESI
+19.1%
-11.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +5.1% | +9.4% | +11.2% |
| 7D | +10.9% | -3.5% | +14.3% | +13.9% |
| 30D | -16.4% | -9.3% | -7.1% | -11.0% |
| 3M | -39.9% | -12.8% | -27.2% | -34.8% |
| 6M | -63.2% | -24.6% | -38.6% | -57.1% |
| YTD | -27.1% | +32.7% | -59.9% | -32.4% |
| All | +7.3% | +19.1% | -11.8% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling