-69.4%
PL vs ESI
-29.0%
-40.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -8.0% | -2.1% | -3.0% |
| 7D | -20.5% | -13.1% | -7.4% | -9.8% |
| 30D | -38.8% | -18.5% | -20.3% | -26.8% |
| 3M | -49.1% | -19.6% | -29.5% | -38.4% |
| 6M | -69.4% | -29.8% | -39.6% | -58.3% |
| All | -69.4% | -29.0% | -40.4% | -58.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling