+47.4%
TER vs ESI
+21.7%
+25.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -4.7% |
| 7D | +14.4% | +5.5% | +8.8% | +8.9% |
| 30D | -30.6% | -7.8% | -22.8% | -23.7% |
| 3M | -39.2% | -15.0% | -24.2% | -27.6% |
| 6M | -31.3% | -24.9% | -6.4% | -7.2% |
| YTD | +29.1% | +33.2% | -4.1% | +16.7% |
| 1Y | +47.4% | +24.9% | +22.5% | +39.1% |
| All | +47.4% | +21.7% | +25.7% | +39.1% |
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