+193.4%
NI vs ESI
+318.1%
-124.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +4.3% | +5.5% | -1.2% | +3.4% |
| 30D | +12.4% | -7.8% | +20.1% | +13.5% |
| 3M | +10.2% | -15.0% | +25.2% | +12.6% |
| 6M | -0.8% | -24.9% | +24.1% | +2.9% |
| YTD | +13.2% | +33.2% | -20.0% | +4.8% |
| 1Y | +10.1% | +24.9% | -14.9% | +3.0% |
| 3Y | +103.1% | +77.8% | +25.4% | +73.9% |
| 5Y | +115.5% | +37.1% | +78.4% | +90.4% |
| All | +193.4% | +318.1% | -124.6% | +101.5% |
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 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