+67.9%
NI vs ESI
+73.2%
-5.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | -0.1% |
| 7D | -0.6% | -2.3% | +1.7% | -0.3% |
| 30D | -1.4% | -9.0% | +7.6% | -0.4% |
| 3M | -10.6% | -13.3% | +2.7% | -9.7% |
| 6M | -9.9% | +5.3% | -15.2% | -11.8% |
| YTD | +1.2% | +37.6% | -36.5% | -5.2% |
| 1Y | +4.4% | +33.6% | -29.2% | -1.9% |
| All | +67.9% | +73.2% | -5.3% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling