+157.7%
NEM vs ESI
+74.4%
+83.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | +3.1% | +3.9% | -0.9% | +2.1% |
| 30D | +10.0% | -3.8% | +13.8% | +10.9% |
| 3M | +30.9% | -13.1% | +44.0% | +34.4% |
| 6M | +10.5% | +11.3% | -0.8% | +7.5% |
| YTD | +29.7% | +44.1% | -14.4% | +20.1% |
| 1Y | +71.1% | +40.3% | +30.8% | +58.8% |
| 3Y | +252.1% | +84.1% | +168.0% | +208.0% |
| 5Y | +157.7% | +75.8% | +81.9% | +115.5% |
| All | +157.7% | +74.4% | +83.3% | +115.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling