+11.1%
PL vs ESI
+24.6%
-13.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -8.0% | -2.1% | -4.1% |
| 7D | -20.5% | -13.1% | -7.4% | -11.4% |
| 30D | -38.8% | -18.5% | -20.3% | -28.5% |
| 3M | -49.1% | -19.6% | -29.5% | -40.4% |
| 6M | -69.4% | -29.8% | -39.6% | -60.0% |
| YTD | -42.3% | +23.9% | -66.2% | -53.3% |
| 1Y | -14.2% | +15.0% | -29.2% | -26.6% |
| 3Y | +398.7% | +64.3% | +334.3% | +217.5% |
| 5Y | +11.1% | +26.3% | -15.2% | -18.2% |
| All | +11.1% | +24.6% | -13.4% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling