+92.6%
NDAQ vs ESI
+82.9%
+9.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | -2.6% | +5.4% | -7.9% | -3.4% |
| 30D | +0.5% | -4.2% | +4.7% | +1.1% |
| 3M | +9.9% | -9.6% | +19.5% | +10.4% |
| 6M | +8.2% | +18.3% | -10.1% | +0.5% |
| YTD | -1.5% | +45.8% | -47.3% | -14.2% |
| 1Y | +1.3% | +39.2% | -37.8% | -11.0% |
| 3Y | +92.6% | +86.3% | +6.3% | +50.9% |
| All | +92.6% | +82.9% | +9.7% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling