+208.0%
ESI vs NTRS
+361.8%
-153.8%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.4% | -5.9% | -5.4% |
| 7D | -2.3% | +0.3% | -2.6% | -2.6% |
| 30D | -9.0% | +0.2% | -9.2% | -9.2% |
| 3M | -13.3% | +13.2% | -26.5% | -20.5% |
| 6M | +5.3% | +36.9% | -31.7% | -15.6% |
| YTD | +37.6% | +39.1% | -1.5% | +8.7% |
| 1Y | +33.6% | +50.4% | -16.8% | +0.1% |
| 3Y | +75.8% | +166.8% | -91.0% | -12.1% |
| 5Y | +68.6% | +92.9% | -24.3% | +1.6% |
| 10Y | +301.8% | +255.7% | +46.1% | +37.3% |
| All | +208.0% | +361.8% | -153.8% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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