+453.2%
NEM vs ESI
+195.2%
+257.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.5% | -4.1% |
| 7D | +11.6% | -6.6% | +18.2% | +12.6% |
| 30D | +1.8% | -9.8% | +11.6% | +3.2% |
| 3M | +2.5% | -11.9% | +14.4% | +4.2% |
| 6M | +3.4% | -25.1% | +28.5% | +7.3% |
| YTD | +20.9% | +31.9% | -11.0% | +16.1% |
| 1Y | +37.2% | +19.2% | +18.0% | +33.4% |
| 3Y | +271.6% | +76.2% | +195.5% | +241.1% |
| 5Y | +136.6% | +39.4% | +97.3% | +120.1% |
| 10Y | +342.6% | +304.9% | +37.7% | +246.2% |
| All | +453.2% | +195.2% | +257.9% | +348.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling