-20.4%
RMD vs ESI
+38.0%
-58.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.5% |
| 7D | -4.7% | +3.9% | -8.7% | -4.8% |
| 30D | +0.2% | -3.8% | +4.0% | +0.3% |
| 3M | +12.0% | -13.1% | +25.1% | +11.6% |
| 6M | -12.5% | +11.3% | -23.9% | -17.6% |
| YTD | -7.9% | +44.1% | -52.0% | -19.3% |
| 1Y | -20.4% | +40.3% | -60.7% | -30.1% |
| All | -20.4% | +38.0% | -58.4% | -30.1% |
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