+247.7%
NEM vs ESI
+82.9%
+164.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -1.0% |
| 7D | +3.9% | +5.4% | -1.5% | +2.2% |
| 30D | +12.7% | -4.2% | +16.9% | +14.0% |
| 3M | +28.7% | -9.6% | +38.3% | +31.3% |
| 6M | +9.8% | +18.3% | -8.6% | +3.5% |
| YTD | +28.1% | +45.8% | -17.7% | +14.4% |
| 1Y | +69.3% | +39.2% | +30.2% | +52.4% |
| 3Y | +247.7% | +86.3% | +161.4% | +159.3% |
| All | +247.7% | +82.9% | +164.8% | +159.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling