+29.4%
NDAQ vs ESI
+27.8%
+1.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.6% | +7.2% | +2.4% |
| 7D | +3.9% | -6.6% | +10.5% | +3.7% |
| 30D | +19.0% | -10.9% | +29.9% | +18.8% |
| 3M | +17.6% | -13.8% | +31.4% | +17.3% |
| 6M | +21.0% | -21.5% | +42.5% | +20.3% |
| YTD | +14.1% | +34.7% | -20.6% | +2.0% |
| 1Y | +29.4% | +24.9% | +4.5% | +17.2% |
| All | +29.4% | +27.8% | +1.6% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling