-48.8%
S vs ESI
+45.4%
-94.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +0.7% |
| 7D | -13.4% | -8.5% | -4.9% | -9.7% |
| 30D | -14.0% | -15.7% | +1.7% | -7.0% |
| 3M | +4.9% | -18.2% | +23.1% | +14.1% |
| 6M | +42.0% | -28.8% | +70.9% | +60.9% |
| YTD | +45.1% | +26.3% | +18.9% | +12.2% |
| 1Y | +33.1% | +18.2% | +14.8% | +6.8% |
| 3Y | +40.6% | +68.1% | -27.5% | -16.1% |
| 5Y | -67.5% | +28.8% | -96.2% | -78.8% |
| All | -48.8% | +45.4% | -94.2% | -65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling