+112.5%
NET vs ESI
+72.3%
+40.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -3.9% |
| 7D | -7.0% | +3.3% | -10.3% | -8.9% |
| 30D | -4.8% | -5.9% | +1.1% | -1.0% |
| 3M | +3.8% | -14.1% | +17.9% | +11.0% |
| 6M | +50.0% | +6.6% | +43.5% | +29.3% |
| YTD | +41.5% | +45.0% | -3.6% | -7.7% |
| 1Y | +32.8% | +41.5% | -8.6% | -12.1% |
| 3Y | +335.9% | +78.8% | +257.1% | +111.8% |
| All | +112.5% | +72.3% | +40.1% | +8.0% |
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