+62.3%
NEM vs ESI
+34.0%
+28.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | -0.3% |
| 7D | -3.3% | -2.3% | -1.0% | -2.5% |
| 30D | +7.8% | -9.0% | +16.9% | +11.6% |
| 3M | +36.3% | -13.3% | +49.5% | +40.9% |
| 6M | +6.6% | +5.3% | +1.3% | +1.6% |
| YTD | +27.1% | +37.6% | -10.5% | +9.2% |
| 1Y | +62.3% | +33.6% | +28.7% | +38.7% |
| All | +62.3% | +34.0% | +28.3% | +38.7% |
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 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