+5,440.1%
NI vs ES
+1,235.9%
+4,204.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +0.8% |
| 7D | -0.9% | +1.9% | -2.8% | -1.9% |
| 30D | +9.6% | +7.1% | +2.6% | +5.9% |
| 3M | +2.5% | -1.9% | +4.4% | +3.3% |
| 6M | -5.8% | +4.4% | -10.2% | -8.0% |
| YTD | +8.6% | +7.3% | +1.2% | +4.3% |
| 1Y | +6.0% | +2.1% | +3.8% | +3.7% |
| 3Y | +91.0% | +41.8% | +49.2% | +55.8% |
| 5Y | +104.8% | +1.4% | +103.3% | +97.9% |
| 10Y | +176.7% | +86.8% | +89.9% | +105.5% |
| All | +5,440.1% | +1,235.9% | +4,204.2% | +2,029.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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