-53.2%
TE vs ESI
+233.2%
-286.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.6% | -0.4% |
| 7D | -4.0% | +3.3% | -7.3% | -5.8% |
| 30D | -15.9% | -5.9% | -10.0% | -13.0% |
| 3M | -60.5% | -14.1% | -46.5% | -55.6% |
| 6M | -35.2% | +6.6% | -41.8% | -35.2% |
| YTD | -31.1% | +45.0% | -76.2% | -41.7% |
| 1Y | +148.6% | +41.5% | +107.2% | +113.0% |
| 3Y | -26.4% | +78.8% | -105.2% | -41.3% |
| 5Y | -48.0% | +70.9% | -118.9% | -58.3% |
| All | -53.2% | +233.2% | -286.4% | -63.5% |
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