-68.9%
XYZ vs ESI
+72.3%
-141.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.7% | -2.9% |
| 7D | -1.0% | +3.3% | -4.3% | -3.4% |
| 30D | -1.7% | -5.9% | +4.2% | +2.3% |
| 3M | +16.7% | -14.1% | +30.8% | +25.3% |
| 6M | +26.9% | +6.6% | +20.3% | +10.0% |
| YTD | +27.1% | +45.0% | -17.9% | -17.4% |
| 1Y | +9.3% | +41.5% | -32.2% | -28.7% |
| 3Y | +42.3% | +78.8% | -36.5% | -32.9% |
| All | -68.9% | +72.3% | -141.2% | -84.3% |
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