+514.0%
NOW vs ESI
+318.1%
+195.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | +0.3% | +5.5% | -5.2% | -1.5% |
| 30D | -27.0% | -7.8% | -19.2% | -25.2% |
| 3M | -19.6% | -15.0% | -4.6% | -16.2% |
| 6M | +17.5% | -24.9% | +42.4% | +24.3% |
| YTD | -33.3% | +33.2% | -66.5% | -45.1% |
| 1Y | -39.8% | +24.9% | -64.8% | -49.4% |
| 3Y | -19.9% | +77.8% | -97.7% | -43.7% |
| 5Y | -26.1% | +37.1% | -63.2% | -43.1% |
| All | +514.0% | +318.1% | +195.9% | +195.4% |
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