-53.2%
S vs ESI
+67.0%
-120.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -1.1% |
| 7D | -7.7% | +3.3% | -11.0% | -9.2% |
| 30D | -5.3% | -5.9% | +0.5% | -2.5% |
| 3M | +20.3% | -14.1% | +34.4% | +26.6% |
| 6M | +47.4% | +6.6% | +40.8% | +32.5% |
| YTD | +32.5% | +45.0% | -12.5% | -2.9% |
| 1Y | +9.5% | +41.5% | -31.9% | -19.1% |
| 3Y | +15.5% | +78.8% | -63.2% | -31.0% |
| 5Y | -71.2% | +70.9% | -142.1% | -81.9% |
| All | -53.2% | +67.0% | -120.3% | -70.4% |
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