+72.6%
XYZ vs ESI
+67.9%
+4.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +0.9% |
| 7D | +12.1% | -8.5% | +20.7% | +15.8% |
| 30D | +12.4% | -15.7% | +28.0% | +19.6% |
| 3M | +8.2% | -18.2% | +26.4% | +16.1% |
| 6M | +20.7% | -28.8% | +49.5% | +35.1% |
| YTD | +31.3% | +26.3% | +5.1% | +2.6% |
| 1Y | +20.5% | +18.2% | +2.3% | -2.4% |
| 3Y | +72.6% | +68.1% | +4.5% | +7.1% |
| All | +72.6% | +67.9% | +4.7% | +7.1% |
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