+135.2%
T vs ESI
+224.6%
-89.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.9% | -2.2% |
| 7D | -1.3% | +3.3% | -4.6% | -1.6% |
| 30D | +11.4% | -5.9% | +17.2% | +12.0% |
| 3M | +14.3% | -14.1% | +28.4% | +15.5% |
| 6M | -9.3% | +6.6% | -15.8% | -11.0% |
| YTD | +7.1% | +45.0% | -37.9% | +1.0% |
| 1Y | -9.1% | +41.5% | -50.5% | -14.3% |
| 3Y | +105.3% | +78.8% | +26.6% | +85.0% |
| 5Y | +66.8% | +70.9% | -4.1% | +49.3% |
| 10Y | +66.8% | +317.1% | -250.3% | +31.4% |
| All | +135.2% | +224.6% | -89.5% | +95.3% |
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