+64.1%
DIA vs ESI
+77.4%
-13.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | +0.1% | +5.4% | -5.3% | -1.3% |
| 30D | -2.1% | -4.2% | +2.1% | -1.1% |
| 3M | +4.2% | -9.6% | +13.8% | +5.8% |
| 6M | +11.9% | +18.3% | -6.4% | +4.1% |
| YTD | +10.8% | +45.8% | -35.0% | -3.8% |
| 1Y | +17.5% | +39.2% | -21.6% | +3.0% |
| 3Y | +59.9% | +86.3% | -26.3% | +23.6% |
| 5Y | +64.1% | +76.2% | -12.1% | +24.9% |
| All | +64.1% | +77.4% | -13.3% | +24.9% |
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