-48.8%
TE vs ESI
+21.7%
-70.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.1% | -5.4% | -5.4% |
| 7D | -13.6% | +8.3% | -21.9% | -20.2% |
| 30D | -37.7% | -10.4% | -27.2% | -30.4% |
| 3M | -59.8% | -13.2% | -46.6% | -53.8% |
| 6M | -66.3% | -23.9% | -42.5% | -55.7% |
| YTD | -70.5% | +34.2% | -104.7% | -73.7% |
| 1Y | -48.8% | +22.2% | -71.1% | -49.3% |
| All | -48.8% | +21.7% | -70.5% | -49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling