-10.2%
DOW vs ESI
+253.4%
-263.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +3.1% |
| 7D | -2.4% | -2.3% | -0.1% | -1.4% |
| 30D | -4.1% | -9.0% | +5.0% | 0.0% |
| 3M | -12.4% | -13.3% | +0.8% | -9.1% |
| 6M | -10.6% | +5.3% | -15.9% | -20.1% |
| YTD | +31.1% | +37.6% | -6.5% | -1.6% |
| 1Y | +30.5% | +33.6% | -3.1% | -0.4% |
| 3Y | -34.4% | +75.8% | -110.2% | -59.0% |
| 5Y | -35.5% | +68.6% | -104.1% | -60.6% |
| All | -10.2% | +253.4% | -263.6% | -69.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling