+101.9%
DE vs ESI
+40.6%
+61.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.3% | -1.2% |
| 7D | +2.3% | +8.3% | -6.0% | -0.1% |
| 30D | +4.4% | -10.4% | +14.9% | +7.4% |
| 3M | +9.8% | -13.2% | +23.0% | +13.6% |
| 6M | +15.8% | -23.9% | +39.7% | +23.9% |
| YTD | +47.0% | +34.2% | +12.8% | +27.7% |
| 1Y | +42.8% | +22.2% | +20.6% | +27.9% |
| 3Y | +88.9% | +79.2% | +9.7% | +41.5% |
| 5Y | +101.9% | +38.1% | +63.8% | +62.8% |
| All | +101.9% | +40.6% | +61.2% | +62.8% |
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 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