+26.7%
Q vs ESI
+38.0%
-11.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.3% | -0.7% |
| 7D | +0.2% | +3.3% | -3.1% | -2.4% |
| 30D | -11.1% | -5.9% | -5.3% | -6.7% |
| 3M | -22.1% | -14.1% | -8.0% | -11.4% |
| 6M | +0.5% | +6.6% | -6.1% | -4.8% |
| YTD | +47.8% | +45.0% | +2.8% | +9.2% |
| All | +26.7% | +38.0% | -11.2% | -2.9% |
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