+53.4%
T vs ESI
+28.5%
+25.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -0.9% |
| 7D | +1.0% | -8.5% | +9.5% | +1.2% |
| 30D | -10.6% | -15.7% | +5.1% | -10.3% |
| 3M | -7.7% | -18.2% | +10.5% | -7.2% |
| 6M | -13.3% | -28.8% | +15.5% | -12.5% |
| YTD | -8.8% | +26.3% | -35.0% | -13.0% |
| 1Y | -8.4% | +18.2% | -26.6% | -12.1% |
| 3Y | +59.6% | +68.1% | -8.5% | +41.3% |
| All | +53.4% | +28.5% | +25.0% | +39.7% |
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