+58.4%
NDAQ vs ESI
+72.3%
-14.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.8% | -2.5% |
| 7D | -2.4% | +3.3% | -5.8% | -3.2% |
| 30D | +2.5% | -5.9% | +8.3% | +3.8% |
| 3M | +9.9% | -14.1% | +24.0% | +12.4% |
| 6M | +9.4% | +6.6% | +2.9% | +3.7% |
| YTD | +0.4% | +45.0% | -44.6% | -14.2% |
| 1Y | +4.0% | +41.5% | -37.4% | -10.9% |
| 3Y | +94.4% | +78.8% | +15.6% | +48.5% |
| All | +58.4% | +72.3% | -14.0% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling