+51.1%
NEM vs ESI
+27.8%
+23.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -4.6% | +14.5% | +11.7% |
| 7D | +3.7% | -6.6% | +10.2% | +6.2% |
| 30D | +2.0% | -10.9% | +12.9% | +6.3% |
| 3M | +21.1% | -13.8% | +34.9% | +27.4% |
| 6M | +9.5% | -21.5% | +31.1% | +18.0% |
| YTD | +19.1% | +34.7% | -15.6% | -3.0% |
| 1Y | +51.1% | +24.9% | +26.2% | +27.8% |
| All | +51.1% | +27.8% | +23.3% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling