-10.8%
DOW vs ESI
+272.4%
-283.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.9% | -6.0% | -4.5% |
| 7D | -2.4% | +3.3% | -5.7% | -4.1% |
| 30D | +0.4% | -5.9% | +6.2% | +3.0% |
| 3M | -14.4% | -14.1% | -0.3% | -10.6% |
| 6M | -7.0% | +6.6% | -13.5% | -17.3% |
| YTD | +30.2% | +45.0% | -14.8% | -4.7% |
| 1Y | +29.2% | +41.5% | -12.3% | -4.2% |
| 3Y | -36.7% | +78.8% | -115.5% | -60.6% |
| 5Y | -37.7% | +70.9% | -108.6% | -61.9% |
| All | -10.8% | +272.4% | -283.2% | -70.4% |
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