-63.8%
XYZ vs ESI
+40.6%
-104.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -2.5% |
| 7D | -2.1% | +8.3% | -10.4% | -7.5% |
| 30D | +7.0% | -10.4% | +17.5% | +13.8% |
| 3M | +5.1% | -13.2% | +18.3% | +12.8% |
| 6M | +14.1% | -23.9% | +37.9% | +29.6% |
| YTD | +26.4% | +34.2% | -7.8% | -17.4% |
| 1Y | +25.1% | +22.2% | +2.8% | -11.5% |
| 3Y | +59.7% | +79.2% | -19.5% | -33.7% |
| 5Y | -63.8% | +38.1% | -101.9% | -80.3% |
| All | -63.8% | +40.6% | -104.5% | -80.3% |
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