-68.4%
U vs ESI
+28.5%
-96.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.9% | +3.6% | +4.1% |
| 7D | +36.6% | -8.5% | +45.1% | +44.1% |
| 30D | +13.3% | -15.7% | +29.0% | +27.0% |
| 3M | +26.2% | -18.2% | +44.4% | +42.8% |
| 6M | +88.7% | -28.8% | +117.6% | +127.8% |
| YTD | +16.6% | +26.3% | -9.7% | -23.3% |
| 1Y | +29.0% | +18.2% | +10.7% | -9.9% |
| 3Y | +99.5% | +68.1% | +31.4% | -16.5% |
| All | -68.4% | +28.5% | -96.9% | -82.8% |
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