+1,381.0%
NET vs ESI
+239.0%
+1,142.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.6% | +2.1% | -0.3% |
| 7D | -16.4% | -6.6% | -9.8% | -13.4% |
| 30D | -25.8% | -10.9% | -14.9% | -21.7% |
| 3M | -11.5% | -13.8% | +2.3% | -5.7% |
| 6M | +18.9% | -21.5% | +40.5% | +28.4% |
| YTD | +35.2% | +34.7% | +0.5% | +4.7% |
| 1Y | +14.5% | +24.9% | -10.4% | -7.7% |
| 3Y | +313.8% | +78.7% | +235.1% | +165.6% |
| 5Y | +32.6% | +36.4% | -3.8% | -5.2% |
| All | +1,381.0% | +239.0% | +1,142.0% | +748.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling