+32.9%
DIS vs ESI
+323.9%
-290.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.6% | -0.9% |
| 7D | +0.6% | +1.8% | -1.2% | -0.1% |
| 30D | +10.3% | -6.6% | +16.9% | +12.0% |
| 3M | +15.6% | -9.4% | +24.9% | +17.7% |
| 6M | +15.1% | -24.1% | +39.3% | +22.4% |
| YTD | +6.0% | +37.1% | -31.2% | -11.0% |
| 1Y | +5.7% | +24.5% | -18.9% | -8.2% |
| 3Y | +39.8% | +83.2% | -43.3% | +1.5% |
| 5Y | -23.9% | +44.0% | -67.8% | -40.8% |
| 10Y | +32.9% | +332.8% | -299.9% | -31.6% |
| All | +32.9% | +323.9% | -290.9% | -31.6% |
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 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