+59.6%
T vs ESI
+67.9%
-8.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -0.7% |
| 7D | +1.0% | -8.5% | +9.5% | +0.5% |
| 30D | -10.6% | -15.7% | +5.1% | -11.5% |
| 3M | -7.7% | -18.2% | +10.5% | -8.6% |
| 6M | -13.3% | -28.8% | +15.5% | -14.5% |
| YTD | -8.8% | +26.3% | -35.0% | -9.9% |
| 1Y | -8.4% | +18.2% | -26.6% | -9.5% |
| 3Y | +59.6% | +68.1% | -8.5% | +58.1% |
| All | +59.6% | +67.9% | -8.3% | +58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling