-39.0%
U vs ESI
+239.3%
-278.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -3.0% |
| 7D | -3.8% | +3.3% | -7.1% | -6.0% |
| 30D | +17.5% | -5.9% | +23.3% | +21.7% |
| 3M | +38.7% | -14.1% | +52.8% | +48.1% |
| 6M | +104.4% | +6.6% | +97.8% | +78.0% |
| YTD | -5.7% | +45.0% | -50.7% | -36.4% |
| 1Y | +3.7% | +41.5% | -37.8% | -29.0% |
| 3Y | +12.3% | +78.8% | -66.4% | -39.4% |
| 5Y | -68.8% | +70.9% | -139.7% | -82.6% |
| All | -39.0% | +239.3% | -278.4% | -63.0% |
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