+851.5%
DE vs ESI
+312.8%
+538.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -2.6% | -4.6% | +2.1% | -0.9% |
| 30D | +9.0% | -10.5% | +19.5% | +13.2% |
| 3M | +19.1% | -19.8% | +39.0% | +28.0% |
| 6M | +14.4% | +5.8% | +8.6% | +8.8% |
| YTD | +45.9% | +38.3% | +7.6% | +24.3% |
| 1Y | +43.6% | +31.5% | +12.1% | +23.7% |
| 3Y | +75.9% | +80.7% | -4.8% | +29.0% |
| 5Y | +98.8% | +69.4% | +29.3% | +44.7% |
| All | +851.5% | +312.8% | +538.7% | +377.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling