+97.2%
NI vs ESI
+67.8%
+29.4%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | 0.0% | -4.6% | +4.7% | +0.7% |
| 30D | -1.4% | -10.5% | +9.1% | +0.2% |
| 3M | -10.6% | -19.8% | +9.2% | -8.1% |
| 6M | -9.3% | +5.8% | -15.1% | -11.6% |
| YTD | +1.1% | +38.3% | -37.2% | -6.5% |
| 1Y | +3.4% | +31.5% | -28.1% | -3.8% |
| 3Y | +67.9% | +80.7% | -12.8% | +42.5% |
| All | +97.2% | +67.8% | +29.4% | +66.9% |
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