+39.4%
ESI vs DD
+70.0%
-30.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -1.5% |
| 7D | -6.6% | +2.2% | -8.8% | -8.0% |
| 30D | -9.8% | +20.7% | -30.5% | -22.2% |
| 3M | -11.9% | +11.3% | -23.2% | -19.1% |
| 6M | -25.1% | +6.0% | -31.1% | -28.6% |
| YTD | +31.9% | +31.7% | +0.2% | +6.2% |
| 1Y | +19.2% | +32.2% | -13.1% | -4.2% |
| 3Y | +76.2% | +92.7% | -16.5% | +2.5% |
| 5Y | +39.4% | +72.1% | -32.7% | -12.6% |
| All | +39.4% | +70.0% | -30.6% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 5y: compounded portfolio wealth divided by compounded DD 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…
5y analysis · Full analysis span regression · 6 months rolling