+40.1%
W vs ESI
+81.9%
-41.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.4% | +0.1% |
| 7D | -4.2% | +3.3% | -7.5% | -6.7% |
| 30D | -7.6% | -5.9% | -1.7% | -3.4% |
| 3M | +37.2% | -14.1% | +51.3% | +50.2% |
| 6M | +26.3% | +6.6% | +19.8% | +10.3% |
| YTD | -1.0% | +45.0% | -46.0% | -39.4% |
| 1Y | +20.1% | +41.5% | -21.4% | -25.9% |
| All | +40.1% | +81.9% | -41.8% | -41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling