+908.0%
DE vs ESI
+198.2%
+709.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | +0.3% | +5.5% | -5.2% | -1.2% |
| 30D | +3.6% | -7.8% | +11.3% | +5.4% |
| 3M | +10.2% | -15.0% | +25.3% | +14.5% |
| 6M | +16.6% | -24.9% | +41.5% | +24.5% |
| YTD | +45.8% | +33.2% | +12.6% | +30.3% |
| 1Y | +43.9% | +24.9% | +19.0% | +30.6% |
| 3Y | +89.6% | +77.8% | +11.9% | +52.1% |
| 5Y | +100.3% | +37.1% | +63.2% | +69.9% |
| 10Y | +760.8% | +320.5% | +440.3% | +433.8% |
| All | +908.0% | +198.2% | +709.8% | +560.2% |
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