-10.9%
DOW vs ESI
+270.0%
-281.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | 0.0% |
| 7D | -6.0% | +3.9% | -9.9% | -7.9% |
| 30D | -2.7% | -3.8% | +1.0% | -1.3% |
| 3M | -10.5% | -13.1% | +2.7% | -7.0% |
| 6M | -12.4% | +11.3% | -23.8% | -24.0% |
| YTD | +30.0% | +44.1% | -14.1% | -4.5% |
| 1Y | +27.8% | +40.3% | -12.5% | -4.8% |
| 3Y | -34.9% | +84.1% | -119.0% | -60.2% |
| 5Y | -35.9% | +75.8% | -111.7% | -61.5% |
| All | -10.9% | +270.0% | -281.0% | -70.3% |
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