+11.7%
PL vs ESI
+21.7%
-9.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -0.9% | -1.7% |
| 7D | +22.3% | +8.3% | +13.9% | +16.6% |
| 30D | -8.3% | -10.4% | +2.1% | -1.8% |
| 3M | -43.3% | -13.2% | -30.1% | -38.3% |
| 6M | -65.8% | -23.9% | -42.0% | -60.5% |
| YTD | -29.5% | +34.2% | -63.7% | -34.6% |
| 1Y | +11.7% | +22.2% | -10.5% | +7.6% |
| All | +11.7% | +21.7% | -9.9% | +7.6% |
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 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