-16.6%
TE vs ESI
+83.5%
-100.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.6% | +9.4% | +9.5% |
| 7D | +18.2% | +5.4% | +12.8% | +12.6% |
| 30D | -13.5% | -4.2% | -9.3% | -10.1% |
| 3M | -44.6% | -9.6% | -35.0% | -36.9% |
| 6M | -24.7% | +18.3% | -43.0% | -32.6% |
| YTD | -24.3% | +45.8% | -70.1% | -46.0% |
| 1Y | +155.6% | +39.2% | +116.4% | +88.9% |
| All | -16.6% | +83.5% | -100.2% | -49.0% |
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