+37.6%
S vs ESI
+23.9%
+13.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.0% | -2.5% | +0.9% |
| 7D | +1.2% | +1.8% | -0.6% | +0.9% |
| 30D | -7.3% | -6.6% | -0.7% | -6.9% |
| 3M | +5.9% | -9.4% | +15.2% | +6.9% |
| 6M | +45.6% | -24.1% | +69.7% | +49.2% |
| YTD | +58.5% | +37.1% | +21.4% | +32.0% |
| 1Y | +37.6% | +24.5% | +13.1% | +18.0% |
| All | +37.6% | +23.9% | +13.7% | +18.0% |
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