-34.6%
DOW vs ESI
+82.9%
-117.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.3% |
| 7D | -2.9% | +5.4% | -8.3% | -4.7% |
| 30D | +2.0% | -4.2% | +6.1% | +3.1% |
| 3M | -12.5% | -9.6% | -2.9% | -11.8% |
| 6M | -9.2% | +18.3% | -27.5% | -22.7% |
| YTD | +30.8% | +45.8% | -15.1% | -3.1% |
| 1Y | +29.4% | +39.2% | -9.8% | -1.7% |
| 3Y | -34.6% | +86.3% | -120.8% | -59.7% |
| All | -34.6% | +82.9% | -117.5% | -59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling