+1,107.3%
NDAQ vs ESI
+195.2%
+912.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.5% |
| 7D | +2.9% | -6.6% | +9.5% | +4.0% |
| 30D | +17.5% | -9.8% | +27.3% | +19.2% |
| 3M | +15.4% | -11.9% | +27.4% | +17.4% |
| 6M | +24.6% | -25.1% | +49.7% | +29.3% |
| YTD | +14.4% | +31.9% | -17.5% | +4.9% |
| 1Y | +26.9% | +19.2% | +7.7% | +18.7% |
| 3Y | +119.8% | +76.2% | +43.7% | +87.4% |
| 5Y | +70.5% | +39.4% | +31.1% | +49.9% |
| 10Y | +475.8% | +304.9% | +170.9% | +313.8% |
| All | +1,107.3% | +195.2% | +912.0% | +813.2% |
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 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