+47.4%
TER vs ESI
+21.7%
+25.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.4% | +1.4% |
| 7D | +24.0% | +8.3% | +15.7% | +15.0% |
| 30D | -30.6% | -10.4% | -20.2% | -21.7% |
| 3M | -34.5% | -13.2% | -21.3% | -23.5% |
| 6M | -26.4% | -23.9% | -2.5% | -1.5% |
| YTD | +36.4% | +34.2% | +2.2% | +20.4% |
| 1Y | +47.4% | +22.2% | +25.2% | +39.5% |
| All | +47.4% | +21.7% | +25.8% | +39.5% |
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 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