+262.0%
TER vs ESI
+81.9%
+180.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.9% | +2.5% | +2.9% |
| 7D | +0.6% | +3.3% | -2.7% | -2.2% |
| 30D | -8.3% | -5.9% | -2.4% | -2.9% |
| 3M | -12.2% | -14.1% | +1.9% | +3.0% |
| 6M | +17.1% | +6.6% | +10.5% | +14.2% |
| YTD | +84.7% | +45.0% | +39.6% | +39.2% |
| 1Y | +199.9% | +41.5% | +158.5% | +130.4% |
| All | +262.0% | +81.9% | +180.1% | +130.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling