+101.9%
T vs ESI
+197.1%
-95.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | +0.3% |
| 7D | +1.7% | -3.5% | +5.1% | +1.9% |
| 30D | -1.7% | -9.3% | +7.5% | -1.0% |
| 3M | -7.3% | -12.8% | +5.5% | -6.4% |
| 6M | -11.2% | -24.6% | +13.4% | -9.5% |
| YTD | -8.1% | +32.7% | -40.8% | -12.9% |
| 1Y | -8.0% | +20.3% | -28.3% | -11.9% |
| 3Y | +62.1% | +80.2% | -18.1% | +45.1% |
| 5Y | +55.7% | +40.0% | +15.7% | +42.3% |
| 10Y | +54.1% | +310.8% | -256.7% | +21.7% |
| All | +101.9% | +197.1% | -95.2% | +68.6% |
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