-54.2%
W vs ESI
+28.5%
-82.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.4% | -3.2% |
| 7D | -3.6% | -8.5% | +4.9% | +3.9% |
| 30D | +7.0% | -15.7% | +22.6% | +23.1% |
| 3M | +7.4% | -18.2% | +25.6% | +24.7% |
| 6M | +69.3% | -28.8% | +98.1% | +116.2% |
| YTD | +11.3% | +26.3% | -15.0% | -30.1% |
| 1Y | +13.2% | +18.2% | -5.0% | -23.8% |
| 3Y | +142.0% | +68.1% | +73.9% | +1.9% |
| All | -54.2% | +28.5% | -82.7% | -75.4% |
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 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