+27.3%
NEM vs ESI
+21.7%
+5.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.7% |
| 7D | -6.4% | +5.5% | -11.9% | -8.2% |
| 30D | +1.4% | -7.8% | +9.2% | +3.9% |
| 3M | -0.7% | -15.0% | +14.3% | +4.9% |
| 6M | -4.5% | -24.9% | +20.4% | +4.7% |
| YTD | +14.0% | +33.2% | -19.2% | -7.0% |
| 1Y | +27.3% | +24.9% | +2.3% | +6.8% |
| All | +27.3% | +21.7% | +5.6% | +6.8% |
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