+32.6%
XYZ vs ESI
+19.1%
+13.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.1% | -1.5% | +2.6% |
| 7D | +14.9% | -3.5% | +18.3% | +15.3% |
| 30D | +14.7% | -9.3% | +23.9% | +16.4% |
| 3M | +12.1% | -12.8% | +24.9% | +14.7% |
| 6M | +18.3% | -24.6% | +42.9% | +23.7% |
| YTD | +36.1% | +32.7% | +3.3% | +11.3% |
| All | +32.6% | +19.1% | +13.5% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling