-5.4%
RMD vs ESI
+18.3%
-23.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | +3.1% | -6.6% | +9.7% | +3.0% |
| 30D | +1.8% | -9.8% | +11.6% | +1.6% |
| 3M | +6.7% | -11.9% | +18.6% | +6.6% |
| 6M | +13.9% | -25.1% | +39.0% | +13.8% |
| YTD | -2.0% | +31.9% | -33.9% | -15.5% |
| 1Y | -5.4% | +19.2% | -24.6% | -16.2% |
| All | -5.4% | +18.3% | -23.7% | -16.2% |
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