+80.7%
ESI vs DGX
+96.4%
-15.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.2% |
| 7D | -4.6% | -0.9% | -3.7% | -4.5% |
| 30D | -10.5% | -1.2% | -9.4% | -10.4% |
| 3M | -19.8% | +15.8% | -35.6% | -21.8% |
| 6M | +5.8% | +18.2% | -12.4% | +2.5% |
| YTD | +38.3% | +37.2% | +1.1% | +28.9% |
| 1Y | +31.5% | +30.4% | +1.2% | +24.0% |
| 3Y | +80.7% | +96.7% | -16.0% | +50.4% |
| All | +80.7% | +96.4% | -15.7% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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