+251.0%
DIA vs ESI
+308.3%
-57.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.4% |
| 7D | -1.2% | +3.9% | -5.2% | -2.4% |
| 30D | -2.7% | -3.8% | +1.1% | -1.8% |
| 3M | +3.3% | -13.1% | +16.4% | +6.4% |
| 6M | +10.4% | +11.3% | -0.9% | +4.4% |
| YTD | +10.0% | +44.1% | -34.1% | -4.8% |
| 1Y | +16.2% | +40.3% | -24.2% | +0.9% |
| 3Y | +58.7% | +84.1% | -25.3% | +22.9% |
| 5Y | +63.6% | +75.8% | -12.2% | +25.4% |
| 10Y | +251.0% | +320.7% | -69.7% | +94.2% |
| All | +251.0% | +308.3% | -57.3% | +94.2% |
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 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