+30.0%
S vs ESI
+21.7%
+8.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.1% | -4.1% | -5.9% |
| 7D | +4.1% | +8.3% | -4.3% | +3.0% |
| 30D | -7.2% | -10.4% | +3.3% | -6.3% |
| 3M | 0.0% | -13.2% | +13.1% | +1.5% |
| 6M | +41.6% | -23.9% | +65.5% | +44.6% |
| YTD | +48.6% | +34.2% | +14.4% | +24.2% |
| 1Y | +30.0% | +22.2% | +7.8% | +11.7% |
| All | +30.0% | +21.7% | +8.4% | +11.7% |
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