+61.9%
DIA vs ESI
+77.3%
-15.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.1% | -3.0% | +1.2% |
| 7D | +0.8% | -3.5% | +4.2% | +1.3% |
| 30D | +1.4% | -9.3% | +10.7% | +3.1% |
| 3M | -2.7% | -12.8% | +10.1% | -0.5% |
| 6M | +6.2% | -24.6% | +30.8% | +11.0% |
| YTD | +10.1% | +32.7% | -22.6% | -1.4% |
| 1Y | +13.0% | +20.3% | -7.3% | +3.7% |
| 3Y | +61.9% | +80.2% | -18.3% | +31.0% |
| All | +61.9% | +77.3% | -15.4% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling