+521.8%
NOW vs ESI
+323.9%
+197.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.0% | -0.8% | +1.9% |
| 7D | -5.6% | +1.8% | -7.4% | -6.1% |
| 30D | -26.8% | -6.6% | -20.2% | -25.4% |
| 3M | -19.4% | -9.4% | -10.1% | -17.7% |
| 6M | +12.3% | -24.1% | +36.4% | +18.6% |
| YTD | -32.9% | +37.1% | -70.1% | -45.4% |
| 1Y | -40.3% | +24.5% | -64.9% | -49.6% |
| 3Y | -19.1% | +83.2% | -102.2% | -43.6% |
| 5Y | -24.4% | +44.0% | -68.3% | -42.7% |
| 10Y | +521.8% | +332.8% | +189.0% | +192.9% |
| All | +521.8% | +323.9% | +197.9% | +192.9% |
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 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