+191.2%
TER vs ESI
+79.1%
+112.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -4.7% |
| 7D | +14.4% | +5.5% | +8.8% | +9.3% |
| 30D | -30.6% | -7.8% | -22.8% | -24.1% |
| 3M | -39.2% | -15.0% | -24.2% | -28.1% |
| 6M | -31.3% | -24.9% | -6.4% | -7.5% |
| YTD | +29.1% | +33.2% | -4.1% | +6.6% |
| 1Y | +47.4% | +24.9% | +22.5% | +28.1% |
| 3Y | +191.2% | +77.8% | +113.5% | +83.2% |
| All | +191.2% | +79.1% | +112.2% | +83.2% |
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