+29.7%
Q vs ESI
+38.7%
-9.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.8% | +1.9% |
| 7D | +6.7% | +5.4% | +1.4% | +2.3% |
| 30D | -10.6% | -4.2% | -6.4% | -7.4% |
| 3M | -14.6% | -9.6% | -5.0% | -6.9% |
| 6M | +12.1% | +18.3% | -6.3% | -1.8% |
| YTD | +51.3% | +45.8% | +5.4% | +11.3% |
| All | +29.7% | +38.7% | -9.0% | -1.1% |
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