+53.1%
DOW vs ESI
+23.9%
+29.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.0% | -0.6% | +3.4% |
| 7D | -0.5% | +1.8% | -2.3% | -0.4% |
| 30D | +15.7% | -6.6% | +22.3% | +15.6% |
| 3M | +5.3% | -9.4% | +14.7% | +5.3% |
| 6M | -14.2% | -24.1% | +9.9% | -13.2% |
| YTD | +43.9% | +37.1% | +6.8% | +14.6% |
| 1Y | +53.1% | +24.5% | +28.5% | +29.7% |
| All | +53.1% | +23.9% | +29.2% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling