+80.7%
ESI vs NTR
+36.8%
+43.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -4.6% | -1.3% | -3.4% | -4.4% |
| 30D | -10.5% | +16.8% | -27.3% | -13.1% |
| 3M | -19.8% | +20.7% | -40.6% | -22.9% |
| 6M | +5.8% | +0.5% | +5.3% | +5.3% |
| YTD | +38.3% | +29.2% | +9.1% | +28.1% |
| 1Y | +31.5% | +39.6% | -8.1% | +18.7% |
| 3Y | +80.7% | +37.9% | +42.8% | +57.4% |
| All | +80.7% | +36.8% | +43.9% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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