-69.4%
U vs ESI
+72.3%
-141.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -3.3% |
| 7D | -3.8% | +3.3% | -7.1% | -6.4% |
| 30D | +17.5% | -5.9% | +23.3% | +22.2% |
| 3M | +38.7% | -14.1% | +52.8% | +49.0% |
| 6M | +104.4% | +6.6% | +97.8% | +72.4% |
| YTD | -5.7% | +45.0% | -50.7% | -41.5% |
| 1Y | +3.7% | +41.5% | -37.8% | -34.6% |
| 3Y | +12.3% | +78.8% | -66.4% | -49.4% |
| All | -69.4% | +72.3% | -141.8% | -85.7% |
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