+5.4%
S vs ESI
+39.5%
-34.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.8% | -2.4% |
| 7D | -5.8% | +5.4% | -11.2% | -6.7% |
| 30D | -9.2% | -4.2% | -5.0% | -8.6% |
| 3M | +23.4% | -9.6% | +33.0% | +23.2% |
| 6M | +36.9% | +18.3% | +18.6% | +22.4% |
| YTD | +29.5% | +45.8% | -16.3% | +4.2% |
| 1Y | +5.4% | +39.2% | -33.7% | -12.3% |
| All | +5.4% | +39.5% | -34.1% | -12.3% |
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