+54.6%
TER vs ESI
+28.5%
+26.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +0.9% |
| 7D | -20.5% | -8.5% | -11.9% | -13.2% |
| 30D | -47.0% | -15.7% | -31.3% | -37.6% |
| 3M | -43.3% | -18.2% | -25.0% | -30.9% |
| 6M | -42.9% | -28.8% | -14.1% | -19.7% |
| YTD | +12.9% | +26.3% | -13.4% | -4.2% |
| 1Y | +18.2% | +18.2% | -0.1% | +5.6% |
| 3Y | +151.8% | +68.1% | +83.7% | +63.4% |
| All | +54.6% | +28.5% | +26.1% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling