+72.7%
NEM vs ESI
+44.5%
+28.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -2.9% |
| 7D | +0.3% | +3.3% | -3.0% | -1.0% |
| 30D | +23.1% | -5.9% | +28.9% | +25.7% |
| 3M | +18.5% | -14.1% | +32.6% | +23.8% |
| 6M | +7.8% | +6.6% | +1.2% | +2.5% |
| YTD | +29.1% | +45.0% | -15.9% | +8.7% |
| 1Y | +72.7% | +41.5% | +31.2% | +45.6% |
| All | +72.7% | +44.5% | +28.1% | +45.6% |
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