+630.6%
DELL vs ESI
+40.6%
+590.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | +0.8% |
| 7D | +17.1% | +8.3% | +8.8% | +11.3% |
| 30D | -35.1% | -10.4% | -24.6% | -29.2% |
| 3M | -23.3% | -13.2% | -10.1% | -14.8% |
| 6M | +55.8% | -23.9% | +79.7% | +86.0% |
| YTD | +198.0% | +34.2% | +163.8% | +141.8% |
| 1Y | +166.6% | +22.2% | +144.3% | +129.9% |
| 3Y | +427.6% | +79.2% | +348.4% | +252.0% |
| 5Y | +630.6% | +38.1% | +592.5% | +427.6% |
| All | +630.6% | +40.6% | +590.0% | +427.6% |
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