+274.3%
ESI vs NTR
+103.7%
+170.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +3.9% | +0.5% | +3.4% | +3.7% |
| 30D | -3.8% | +21.7% | -25.5% | -11.6% |
| 3M | -13.1% | +22.8% | -35.9% | -21.0% |
| 6M | +11.3% | +8.2% | +3.1% | +5.4% |
| YTD | +44.1% | +32.9% | +11.2% | +23.6% |
| 1Y | +40.3% | +45.3% | -5.0% | +14.9% |
| 3Y | +84.1% | +41.7% | +42.4% | +47.9% |
| 5Y | +75.8% | +49.8% | +26.0% | +18.1% |
| All | +274.3% | +103.7% | +170.7% | +87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling