-21.4%
NOW vs ESI
+44.5%
-65.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.9% | -5.9% | -2.6% |
| 7D | -2.4% | +3.3% | -5.7% | -1.9% |
| 30D | +20.5% | -5.9% | +26.4% | +19.6% |
| 3M | +18.3% | -14.1% | +32.4% | +15.9% |
| 6M | +24.1% | +6.6% | +17.5% | +17.9% |
| YTD | -7.8% | +45.0% | -52.8% | -19.7% |
| 1Y | -21.4% | +41.5% | -62.9% | -31.8% |
| All | -21.4% | +44.5% | -65.9% | -31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling