+1,323.8%
TER vs ESI
+182.6%
+1,141.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +1.6% |
| 7D | -20.5% | -8.5% | -11.9% | -16.5% |
| 30D | -47.0% | -15.7% | -31.3% | -41.9% |
| 3M | -43.3% | -18.2% | -25.0% | -36.5% |
| 6M | -42.9% | -28.8% | -14.1% | -30.5% |
| YTD | +12.9% | +26.3% | -13.4% | +6.0% |
| 1Y | +18.2% | +18.2% | -0.1% | +14.1% |
| 3Y | +151.8% | +68.1% | +83.7% | +113.5% |
| 5Y | +54.2% | +28.8% | +25.5% | +44.1% |
| 10Y | +908.2% | +329.8% | +578.4% | +546.4% |
| All | +1,323.8% | +182.6% | +1,141.2% | +892.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling