+308.3%
NEM vs ESI
+330.1%
-21.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | +3.1% | +3.9% | -0.9% | +2.4% |
| 30D | +10.0% | -3.8% | +13.8% | +10.6% |
| 3M | +30.9% | -13.1% | +44.0% | +33.4% |
| 6M | +10.5% | +11.3% | -0.8% | +8.5% |
| YTD | +29.7% | +44.1% | -14.4% | +23.0% |
| 1Y | +71.1% | +40.3% | +30.8% | +62.6% |
| 3Y | +252.1% | +84.1% | +168.0% | +221.2% |
| 5Y | +157.7% | +75.8% | +81.9% | +132.5% |
| All | +308.3% | +330.1% | -21.7% | +214.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling