-62.1%
W vs ESI
+77.4%
-139.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | 0.0% |
| 7D | +6.5% | +5.4% | +1.1% | +1.3% |
| 30D | -6.2% | -4.2% | -2.0% | -2.9% |
| 3M | +48.9% | -9.6% | +58.5% | +57.3% |
| 6M | +31.2% | +18.3% | +12.9% | +0.7% |
| YTD | -0.4% | +45.8% | -46.3% | -42.5% |
| 1Y | +14.8% | +39.2% | -24.3% | -31.4% |
| 3Y | +40.5% | +86.3% | -45.8% | -41.1% |
| 5Y | -62.1% | +76.2% | -138.3% | -82.7% |
| All | -62.1% | +77.4% | -139.6% | -82.7% |
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