+1,090.6%
NDAQ vs ESI
+197.1%
+893.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | +0.4% |
| 7D | -0.1% | -3.5% | +3.3% | +0.4% |
| 30D | +15.9% | -9.3% | +25.1% | +17.5% |
| 3M | +15.1% | -12.8% | +27.9% | +17.2% |
| 6M | +22.9% | -24.6% | +47.5% | +27.3% |
| YTD | +12.8% | +32.7% | -19.9% | +3.4% |
| 1Y | +26.0% | +20.3% | +5.7% | +17.6% |
| 3Y | +119.7% | +80.2% | +39.5% | +86.5% |
| 5Y | +65.4% | +40.0% | +25.5% | +45.3% |
| 10Y | +469.3% | +310.8% | +158.5% | +308.4% |
| All | +1,090.6% | +197.1% | +893.5% | +799.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling