+271.6%
NEM vs ESI
+77.3%
+194.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.5% | -4.0% |
| 7D | +11.6% | -6.6% | +18.2% | +13.5% |
| 30D | +1.8% | -9.8% | +11.6% | +4.5% |
| 3M | +2.5% | -11.9% | +14.4% | +5.7% |
| 6M | +3.4% | -25.1% | +28.5% | +11.0% |
| YTD | +20.9% | +31.9% | -11.0% | +11.1% |
| 1Y | +37.2% | +19.2% | +18.0% | +28.7% |
| All | +271.6% | +77.3% | +194.4% | +171.8% |
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 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