-6.5%
U vs ESI
+38.0%
-44.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | +4.4% | +3.9% | +0.4% | +3.0% |
| 30D | -1.3% | -3.8% | +2.5% | -0.3% |
| 3M | +49.6% | -13.1% | +62.7% | +52.9% |
| 6M | +100.2% | +11.3% | +88.9% | +71.6% |
| YTD | -3.7% | +44.1% | -47.8% | -32.6% |
| 1Y | -6.5% | +40.3% | -46.8% | -33.4% |
| All | -6.5% | +38.0% | -44.5% | -33.4% |
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