+213.5%
TER vs ESI
+39.5%
+174.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.7% | +3.7% |
| 7D | +11.0% | +5.4% | +5.6% | +5.8% |
| 30D | -1.9% | -4.2% | +2.3% | +2.6% |
| 3M | -0.7% | -9.6% | +8.9% | +13.2% |
| 6M | +36.4% | +18.3% | +18.0% | +26.4% |
| YTD | +92.4% | +45.8% | +46.6% | +48.5% |
| 1Y | +213.5% | +39.2% | +174.4% | +155.3% |
| All | +213.5% | +39.5% | +174.0% | +155.3% |
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