+33.9%
TER vs ESI
+19.1%
+14.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +5.1% | +7.6% | +7.6% |
| 7D | -5.8% | -3.5% | -2.3% | -1.4% |
| 30D | -38.9% | -9.3% | -29.7% | -31.9% |
| 3M | -35.1% | -12.8% | -22.3% | -24.4% |
| 6M | -31.6% | -24.6% | -7.0% | -7.6% |
| YTD | +27.2% | +32.7% | -5.5% | +13.0% |
| All | +33.9% | +19.1% | +14.8% | +28.7% |
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