+42.1%
RF vs ESI
+28.5%
+13.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -1.1% |
| 7D | -0.9% | -8.5% | +7.6% | +2.4% |
| 30D | +6.0% | -15.7% | +21.7% | +12.7% |
| 3M | -8.9% | -18.2% | +9.3% | -2.5% |
| 6M | +2.3% | -28.8% | +31.2% | +13.7% |
| YTD | +7.6% | +26.3% | -18.7% | -14.1% |
| 1Y | +21.2% | +18.2% | +2.9% | 0.0% |
| 3Y | +108.5% | +68.1% | +40.4% | +33.3% |
| All | +42.1% | +28.5% | +13.6% | +4.9% |
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 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