+119.9%
NDAQ vs ESI
+67.9%
+51.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | 0.0% |
| 7D | +0.8% | -8.5% | +9.4% | +1.9% |
| 30D | +16.5% | -15.7% | +32.2% | +18.8% |
| 3M | +13.5% | -18.2% | +31.7% | +16.0% |
| 6M | +20.9% | -28.8% | +49.8% | +25.4% |
| YTD | +11.4% | +26.3% | -14.9% | -1.6% |
| 1Y | +25.9% | +18.2% | +7.7% | +13.1% |
| 3Y | +119.9% | +68.1% | +51.7% | +73.5% |
| All | +119.9% | +67.9% | +51.9% | +73.5% |
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