+196.2%
W vs ESI
+46.4%
+149.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.4% | -2.5% |
| 7D | -3.6% | -8.5% | +4.9% | +1.0% |
| 30D | +7.0% | -15.7% | +22.6% | +16.6% |
| 3M | +7.4% | -18.2% | +25.6% | +18.0% |
| 6M | +69.3% | -28.8% | +98.1% | +98.2% |
| YTD | +11.3% | +26.3% | -15.0% | -8.3% |
| 1Y | +13.2% | +18.2% | -5.0% | -3.2% |
| 3Y | +142.0% | +68.1% | +73.9% | +77.3% |
| 5Y | -54.6% | +28.8% | -83.4% | -61.1% |
| 10Y | +243.7% | +329.8% | -86.1% | +82.9% |
| All | +196.2% | +46.4% | +149.9% | +74.9% |
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