+533.2%
XYZ vs ESI
+228.2%
+305.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.7% | -2.2% |
| 7D | -1.0% | +3.3% | -4.3% | -2.6% |
| 30D | -1.7% | -5.9% | +4.2% | +1.0% |
| 3M | +16.7% | -14.1% | +30.8% | +23.1% |
| 6M | +26.9% | +6.6% | +20.3% | +17.9% |
| YTD | +27.1% | +45.0% | -17.9% | +0.2% |
| 1Y | +9.3% | +41.5% | -32.2% | -13.3% |
| 3Y | +42.3% | +78.8% | -36.5% | -0.8% |
| 5Y | -69.3% | +70.9% | -140.2% | -77.5% |
| 10Y | +586.8% | +317.1% | +269.7% | +253.5% |
| All | +533.2% | +228.2% | +305.0% | +202.0% |
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