+68.6%
ESI vs DTE
+31.2%
+37.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.2% | -4.0% |
| 7D | -2.3% | -2.0% | -0.3% | -1.6% |
| 30D | -9.0% | -2.4% | -6.6% | -8.2% |
| 3M | -13.3% | -7.3% | -6.0% | -11.2% |
| 6M | +5.3% | -7.6% | +12.9% | +7.6% |
| YTD | +37.6% | +5.8% | +31.8% | +32.6% |
| 1Y | +33.6% | +2.3% | +31.3% | +30.4% |
| 3Y | +75.8% | +45.0% | +30.8% | +45.5% |
| 5Y | +68.6% | +33.2% | +35.4% | +45.1% |
| All | +68.6% | +31.2% | +37.4% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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