+0.4%
DOW vs ESI
+244.6%
-244.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.9% |
| 7D | +3.7% | +8.3% | -4.7% | -0.5% |
| 30D | +16.3% | -10.4% | +26.7% | +21.3% |
| 3M | +9.7% | -13.2% | +22.9% | +15.0% |
| 6M | -14.1% | -23.9% | +9.8% | -6.8% |
| YTD | +46.6% | +34.2% | +12.4% | +9.4% |
| 1Y | +56.8% | +22.2% | +34.6% | +23.7% |
| 3Y | -20.4% | +79.2% | -99.6% | -51.7% |
| 5Y | -27.4% | +38.1% | -65.6% | -50.1% |
| All | +0.4% | +244.6% | -244.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling