+0.1%
DOW vs ESI
+242.1%
-242.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +5.2% | +5.5% | -0.3% | +2.4% |
| 30D | +13.2% | -7.8% | +20.9% | +16.5% |
| 3M | +10.1% | -15.0% | +25.1% | +16.7% |
| 6M | -13.1% | -24.9% | +11.8% | -5.0% |
| YTD | +46.1% | +33.2% | +12.9% | +9.4% |
| 1Y | +50.0% | +24.9% | +25.1% | +16.8% |
| 3Y | -20.2% | +77.8% | -98.0% | -51.5% |
| 5Y | -27.7% | +37.1% | -64.8% | -50.1% |
| All | +0.1% | +242.1% | -242.0% | -66.0% |
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 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