-68.1%
SE vs ESI
+72.3%
-140.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -2.5% |
| 7D | -6.1% | +3.3% | -9.4% | -7.9% |
| 30D | -2.5% | -5.9% | +3.4% | +0.4% |
| 3M | +21.7% | -14.1% | +35.8% | +28.2% |
| 6M | +27.0% | +6.6% | +20.4% | +13.2% |
| YTD | -12.1% | +45.0% | -57.2% | -36.9% |
| 1Y | -40.9% | +41.5% | -82.4% | -57.5% |
| 3Y | +191.0% | +78.8% | +112.2% | +57.9% |
| All | -68.1% | +72.3% | -140.4% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling