+140.2%
NI vs ESI
+310.7%
-170.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | +0.2% |
| 7D | -0.6% | -2.3% | +1.7% | -0.2% |
| 30D | -1.4% | -9.0% | +7.6% | +0.1% |
| 3M | -10.6% | -13.3% | +2.7% | -9.0% |
| 6M | -9.9% | +5.3% | -15.2% | -12.1% |
| YTD | +1.2% | +37.6% | -36.5% | -6.4% |
| 1Y | +4.4% | +33.6% | -29.2% | -3.2% |
| 3Y | +68.6% | +75.8% | -7.2% | +45.5% |
| 5Y | +98.0% | +68.6% | +29.4% | +69.0% |
| All | +140.2% | +310.7% | -170.5% | +64.7% |
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